iShares Core US REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5017 | 7.22 | |
| 0.0972 | 16.10 | |
| 0.9768 | 318.17 | |
| 8.6460 | 2.90 |
Estimation Period:
Nov 3, 2016 to Feb 6, 2026
Nov 3, 2016 to Feb 6, 2026
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