iShares US Real Estate ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.47%
increased by 3.41%
1 Week
20.50%
increased by 3.44%
1 Month
20.63%
increased by 3.57%
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 | |
|---|---|---|
| 0.0238 | 19.34 | |
| 0.1133 | 39.11 | |
| 0.8741 | 289.91 |
Estimation Period:
Jun 16, 2000 to Jun 5, 2026
Jun 16, 2000 to Jun 5, 2026
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