AL Rajhi Reit Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:12.25% (-8.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.7097 | 13.19 | |
| 0.7673 | 15.54 | |
| 0.0000 | 0.00 |
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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