Alkhabeer Reit Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.97% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 9.89 | |
| 0.1086 | 8.40 | |
| 0.9048 | 145.83 | |
| -0.0577 | -3.85 |
Estimation Period:
Mar 20, 2019 to Feb 5, 2026
Mar 20, 2019 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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