Alinma Retail Reit Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.33% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5273 | 2.92 | |
| 0.1259 | 4.33 | |
| 0.7332 | 11.62 | |
| -3.6359 | -2.69 | |
| 7.1056 | 4.07 | |
| -4.7999 | -3.30 | |
| 0.2310 | 0.13 | |
| 2.7775 | 1.57 | |
| -2.8987 | -1.84 | |
| 2.4682 | 1.68 | |
| -2.3204 | -1.40 | |
| 1.8291 | 1.16 | |
| -1.0736 | -1.14 |
Estimation Period:
Aug 24, 2018 to Feb 5, 2026
Aug 24, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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