V-Lab
iShares US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:16.79% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6900 | 5.04 | |
| 0.1220 | 8.95 | |
| 0.8503 | 55.53 | |
| 0.0730 | 2.43 | |
| -0.1430 | -3.23 | |
| 0.0970 | 3.69 | |
| -0.0070 | -0.33 | |
| -0.0378 | -2.29 |
Estimation Period:
Jun 16, 2000 to Jun 27, 2025
Jun 16, 2000 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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