AL Rajhi Reit Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.86% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 12.67 | |
| 0.2342 | 11.78 | |
| 0.7231 | 45.41 | |
| -0.0703 | -2.22 |
Estimation Period:
Mar 20, 2018 to Feb 12, 2026
Mar 20, 2018 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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