Alahli Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.19% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7922 | 7,922,110.00 | |
| 0.0060 | 60,320.00 | |
| 0.4035 | 4,035,140.00 | |
| 9.6784 | 96,784,470.00 | |
| 0.0000 | 100.00 | |
| 0.9928 | 9,928,200.00 |
Estimation Period:
Mar 12, 2018 to Feb 5, 2026
Mar 12, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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