iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:13.98% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6939 | 5.04 | |
| 0.1200 | 8.97 | |
| 0.8530 | 56.67 | |
| 0.0707 | 2.43 | |
| -0.1412 | -3.26 | |
| 0.1023 | 3.91 | |
| -0.0195 | -0.95 | |
| -0.0262 | -1.72 |
Estimation Period:
Jun 16, 2000 to Dec 5, 2025
Jun 16, 2000 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other iShares US Real Estate ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs