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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4607	7.35***
α ARCH Response to squared shocks	0.0915	16.22***
β GARCH Volatility persistence	0.9770	326.33***
ν DF Student-t tail thickness	8.5840	2.85***

V-Lab

iShares Core US REIT ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Core US REIT ETF Analyses