Jadwa Reit Saudi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.84% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3982 | 2.09 | |
| 0.1676 | 4.76 | |
| 0.6421 | 9.03 | |
| -3.6846 | -1.66 | |
| 6.9000 | 2.12 | |
| -6.1341 | -3.50 | |
| 4.1580 | 3.64 | |
| -1.1259 | -1.08 | |
| -0.5716 | -0.60 | |
| 0.6436 | 0.79 | |
| -0.3082 | -0.39 | |
| -0.0492 | -0.05 | |
| 0.4550 | 0.58 |
Estimation Period:
Feb 12, 2018 to Feb 5, 2026
Feb 12, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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