Alahli Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.98% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8080 | 3.45 | |
| 0.1162 | 3.98 | |
| 0.6706 | 9.05 | |
| -1.1080 | -0.97 | |
| 3.0059 | 1.76 | |
| -3.8999 | -3.33 | |
| 3.7547 | 3.41 | |
| -2.9353 | -2.07 | |
| 1.0299 | 0.65 | |
| 0.8498 | 0.67 | |
| -1.0746 | -0.85 | |
| 0.1859 | 0.13 | |
| 1.8983 | 1.06 |
Estimation Period:
Mar 12, 2018 to Feb 5, 2026
Mar 12, 2018 to Feb 5, 2026
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