iShares Global REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.42% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 11.18 | |
| 0.0268 | 7.40 | |
| 0.9138 | 286.73 | |
| 0.0900 | 10.34 |
Estimation Period:
Jul 10, 2014 to Feb 13, 2026
Jul 10, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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