iShares Core US REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.94% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6344 | 7.38 | |
| 0.1044 | 5.15 | |
| 0.8608 | 36.89 | |
| -0.0092 | -3.11 |
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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