iShares Core US REIT ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.23%
decreased by 0.36%
1 Week
14.78%
increased by 0.19%
1 Month
15.90%
increased by 1.31%
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 | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8096 | 78.46 | |
| 0.1374 | 18.28 | |
| 0.1421 | 1.13 | |
| 0.3360 | 1.37 | |
| 0.5647 | 1.66 |
Estimation Period:
Nov 3, 2016 to May 22, 2026
Nov 3, 2016 to May 22, 2026
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