iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.55% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6967 | 5.03 | |
| 0.1194 | 8.98 | |
| 0.8540 | 57.17 | |
| 0.0697 | 2.42 | |
| -0.1401 | -3.26 | |
| 0.1037 | 3.96 | |
| -0.0237 | -1.17 | |
| -0.0221 | -1.50 |
Estimation Period:
Jun 16, 2000 to Feb 6, 2026
Jun 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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