Jadwa Reit Saudi GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.25% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 10.81 | |
| 0.1208 | 8.46 | |
| 0.8560 | 122.96 | |
| -0.0085 | -0.34 |
Estimation Period:
Feb 12, 2018 to Feb 12, 2026
Feb 12, 2018 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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