Alahli Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.17% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 11.20 | |
| 0.1146 | 8.11 | |
| 0.8610 | 114.62 | |
| -0.0548 | -2.79 |
Estimation Period:
Mar 12, 2018 to Feb 12, 2026
Mar 12, 2018 to Feb 12, 2026
News Impact Curve
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