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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6740	5.20***
α ARCH Response to squared shocks	0.1184	8.90***
β GARCH Volatility persistence	0.8524	56.45***

γ₁	0.0635	2.38**
γ₂	-0.1305	-3.26***
γ₃	0.0975	3.84***
γ₄	-0.0086	-0.38
γ₅	-0.0828	-2.38**

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iShares US Real Estate ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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