iShares Core US REIT ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.67% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 2.90 | |
| 0.1482 | 17.03 | |
| 0.9815 | 551.72 | |
| -0.0779 | -14.74 |
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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