iShares Core US REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.04% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5395 | 6.57 | |
| 0.1059 | 5.04 | |
| 0.8513 | 33.56 | |
| -0.0266 | -2.43 |
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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