iShares Core US REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.36%
decreased by 0.02%
1 Week
17.45%
increased by 0.07%
1 Month
17.75%
increased by 0.37%
Analysis last updated: Saturday, June 13, 2026 at 12:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4625 | 7.44 | |
| 0.0938 | 16.22 | |
| 0.9765 | 321.74 | |
| 8.6447 | 2.85 |
Estimation Period:
Nov 3, 2016 to Jun 12, 2026
Nov 3, 2016 to Jun 12, 2026
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