iShares Residential and Multisector Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.74% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 15.34 | |
| 0.0444 | 13.12 | |
| 0.9059 | 319.65 | |
| 0.0775 | 10.81 |
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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