iShares Global REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.19% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0165 | 7.41 | |
| 0.1118 | 5.31 | |
| 0.8465 | 34.48 | |
| 0.0656 | 4.53 | |
| -0.1283 | -4.51 |
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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