Alinma Retail Reit Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.26% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 8.12 | |
| 0.0966 | 9.44 | |
| 0.8945 | 105.99 | |
| -0.0225 | -1.46 |
Estimation Period:
Aug 24, 2018 to Feb 12, 2026
Aug 24, 2018 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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