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V-Lab
V-Lab
iShares US Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.38% (-0.48%)
Analysis last updated: Saturday, December 6, 2025 at 01:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares US Real Estate ETF MF2-GARCH
paramt-stat
m61
α0.036611.54
β0.8374186.34
γ0.141027.06
λ10.01208.78
λ20.06027.50
λ30.9319103.01
Estimation Period:
Jun 16, 2000 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts