iShares Core US REIT ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.27%
decreased by 0.32%
1 Week
15.62%
increased by 0.03%
1 Month
16.37%
increased by 0.78%
Analysis last updated: Saturday, June 13, 2026 at 12:11 AM 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 | |
| 0.8088 | 78.57 | |
| 0.1384 | 18.40 | |
| 0.1403 | 1.13 | |
| 0.3299 | 1.36 | |
| 0.5724 | 1.70 |
Estimation Period:
Nov 3, 2016 to Jun 12, 2026
Nov 3, 2016 to Jun 12, 2026
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