AL Rajhi Reit Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:13.15% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8400 | 3.66 | |
| 0.2214 | 4.14 | |
| 0.6588 | 9.74 | |
| -0.2770 | -0.76 | |
| 0.4890 | 0.92 | |
| -0.5589 | -1.85 | |
| 0.7795 | 2.90 | |
| -1.2008 | -3.33 |
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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