iShares Core US REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.64% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0179 | 3.97 | |
| 0.8629 | 133.93 | |
| 0.1126 | 15.71 | |
| 0.1513 | 3.85 | |
| 0.3509 | 8.48 | |
| 0.5441 | 7.87 |
Estimation Period:
Nov 3, 2016 to Feb 6, 2026
Nov 3, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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