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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6473	7.71***
α ARCH Response to squared shocks	0.0984	5.06***
β GARCH Volatility persistence	0.8681	38.71***

V-Lab

iShares Core US REIT ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares Core US REIT ETF Analyses