AL Rajhi Reit Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:101.17% (-17.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3585 | 2.61 | |
| 0.0875 | 12.66 | |
| 0.9038 | 25.31 | |
| 2.0118 | 329.53 |
Estimation Period:
Mar 20, 2018 to Feb 12, 2026
Mar 20, 2018 to Feb 12, 2026
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