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	param	t-stat
$ω$	1.0926	4.60
$α$	0.1550	8.01
$β$	0.8053	40.12
$γ_{1}$	-0.6092	-3.82
$γ_{2}$	1.0029	3.99
$γ_{3}$	-0.5361	-2.72
$γ_{4}$	0.2150	1.16
$γ_{5}$	-0.1486	-0.95
$γ_{6}$	0.3327	2.05
$γ_{7}$	-0.5265	-3.03
$γ_{8}$	0.3378	2.61

V-Lab

iShares Mortgage Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.81% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Mortgage Real Estate ETF Analyses