iShares Global REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.21% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 4.22 | |
| 0.0828 | 22.63 | |
| 0.8987 | 223.50 | |
| 0.4181 | 16.75 |
Estimation Period:
Jul 10, 2014 to Feb 6, 2026
Jul 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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