Jadwa Reit Saudi Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:18.30% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3806 | 2.26 | |
| 0.1714 | 4.59 | |
| 0.5705 | 6.68 | |
| -3.8214 | -1.89 | |
| 7.1247 | 2.39 | |
| -6.2819 | -3.83 | |
| 4.2491 | 4.00 | |
| -1.1612 | -1.21 | |
| -0.5238 | -0.60 | |
| 0.4159 | 0.55 | |
| 0.3221 | 0.41 | |
| -1.4435 | -1.35 | |
| 3.8076 | 2.52 |
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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