iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.53%
increased by 1.26%
1 Week
18.61%
increased by 1.34%
1 Month
18.87%
increased by 1.60%
Analysis last updated: Tuesday, June 9, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.18 | |
| 0.0525 | 16.04 | |
| 0.8843 | 336.99 | |
| 0.0974 | 13.75 |
Estimation Period:
Jun 16, 2000 to Jun 5, 2026
Jun 16, 2000 to Jun 5, 2026
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