iShares US Real Estate ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.53%
increased by 3.54%
1 Week
20.39%
increased by 3.40%
1 Month
19.89%
increased by 2.90%
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 | |
|---|---|---|
| 0.6732 | 5.22 | |
| 0.1189 | 8.85 | |
| 0.8515 | 55.88 | |
| 0.0652 | 2.41 | |
| -0.1328 | -3.29 | |
| 0.0972 | 3.83 | |
| -0.0061 | -0.27 | |
| -0.0818 | -2.38 |
Estimation Period:
Jun 16, 2000 to Jun 5, 2026
Jun 16, 2000 to Jun 5, 2026
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