US Diversified Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.84% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 10.96 | |
| 0.0244 | 6.02 | |
| 0.8942 | 191.51 | |
| 0.1122 | 10.90 |
Estimation Period:
Mar 27, 2018 to Feb 6, 2026
Mar 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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