iShares US Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.02% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6769 | 5.18 | |
| 0.1195 | 8.85 | |
| 0.8513 | 55.83 | |
| 0.0676 | 2.43 | |
| -0.1357 | -3.27 | |
| 0.0956 | 3.73 | |
| -0.0012 | -0.05 | |
| -0.0838 | -2.45 |
Estimation Period:
Jun 16, 2000 to Feb 20, 2026
Jun 16, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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