US Diversified Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.43% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0118 | 3.34 | |
| 0.8852 | 168.96 | |
| 0.1128 | 16.13 | |
| 0.2515 | 0.81 | |
| 0.4115 | 0.86 | |
| 0.4233 | 0.61 |
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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