iShares US Real Estate ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.80%
increased by 1.38%
1 Week
18.89%
increased by 1.47%
1 Month
19.22%
increased by 1.80%
Analysis last updated: Tuesday, June 9, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 11.39 | |
| 0.1035 | 38.84 | |
| 0.8789 | 308.07 | |
| 0.3718 | 20.46 |
Estimation Period:
Jun 16, 2000 to Jun 5, 2026
Jun 16, 2000 to Jun 5, 2026
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