iShares Mortgage Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.90% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5740 | 4.77 | |
| 0.1562 | 8.62 | |
| 0.8266 | 51.00 | |
| 0.0167 | 5.78 |
Estimation Period:
May 4, 2007 to Feb 6, 2026
May 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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