iShares Core US REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.43%
decreased by 0.85%
1 Week
14.68%
decreased by 0.60%
1 Month
15.51%
increased by 0.23%
Analysis last updated: Friday, May 22, 2026 at 10:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4580 | 7.42 | |
| 0.0941 | 16.27 | |
| 0.9766 | 321.55 | |
| 8.6361 | 2.87 |
Estimation Period:
Nov 3, 2016 to May 22, 2026
Nov 3, 2016 to May 22, 2026
Other iShares Core US REIT ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs