AL Rajhi Reit Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.57% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0084 | -1.32 | |
| 0.3617 | 18.76 | |
| 0.8661 | 71.11 | |
| 0.0344 | 1.94 |
Estimation Period:
Mar 20, 2018 to Feb 5, 2026
Mar 20, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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