V-Lab
iShares US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:17.75% (-0.16%)
Analysis last updated: Tuesday, November 5, 2024 at 11:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 20.62 | |
| 0.0558 | 16.27 | |
| 0.8821 | 326.58 | |
| 0.0984 | 13.44 |
Estimation Period:
Jun 16, 2000 to Nov 1, 2024
Jun 16, 2000 to Nov 1, 2024
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