AL Rajhi Reit Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.50% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9250 | 4.20 | |
| 0.1940 | 3.82 | |
| 0.7094 | 11.18 | |
| -0.0409 | -1.41 | |
| 0.0525 | 1.49 |
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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