iShares Core US REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.17% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 6.03 | |
| 0.0839 | 20.73 | |
| 0.8910 | 198.65 | |
| 0.4708 | 12.92 |
Estimation Period:
Nov 3, 2016 to Feb 6, 2026
Nov 3, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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