iShares Core US REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.58%
decreased by 0.58%
1 Week
16.06%
decreased by 0.10%
1 Month
17.53%
increased by 1.37%
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 | |
|---|---|---|
| 0.6480 | 7.56 | |
| 0.1010 | 5.11 | |
| 0.8651 | 37.95 | |
| -0.0081 | -2.99 |
Estimation Period:
Nov 3, 2016 to May 22, 2026
Nov 3, 2016 to May 22, 2026
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