iShares Core US REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.29% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 10.33 | |
| 0.0323 | 7.70 | |
| 0.9043 | 211.05 | |
| 0.0863 | 8.34 |
Estimation Period:
Nov 3, 2016 to Feb 13, 2026
Nov 3, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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