iShares Core US REIT ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.84%
decreased by 0.42%
1 Week
14.05%
decreased by 0.21%
1 Month
14.78%
increased by 0.52%
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 | |
|---|---|---|
| 0.0275 | 10.44 | |
| 0.0300 | 7.35 | |
| 0.9066 | 217.98 | |
| 0.0861 | 8.58 |
Estimation Period:
Nov 3, 2016 to May 22, 2026
Nov 3, 2016 to May 22, 2026
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