iShares Core US REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.43%
decreased by 0.31%
1 Week
15.56%
decreased by 0.18%
1 Month
16.03%
increased by 0.29%
Analysis last updated: Saturday, June 13, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 10.45 | |
| 0.0294 | 7.26 | |
| 0.9067 | 218.84 | |
| 0.0871 | 8.69 |
Estimation Period:
Nov 3, 2016 to Jun 12, 2026
Nov 3, 2016 to Jun 12, 2026
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