iShares US Real Estate ETF MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
12.78%
decreased by 0.51%
1 Week
13.25%
decreased by 0.04%
1 Month
14.44%
increased by 1.15%
Analysis last updated: Wednesday, April 15, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0364 | 11.79 | |
| 0.8409 | 192.43 | |
| 0.1376 | 27.23 | |
| 0.0131 | 8.71 | |
| 0.0656 | 7.29 | |
| 0.9257 | 91.15 |
Estimation Period:
Jun 16, 2000 to Apr 10, 2026
Jun 16, 2000 to Apr 10, 2026
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