Musharaka Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.17% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 10.58 | |
| 0.1393 | 7.19 | |
| 0.7760 | 60.66 | |
| -0.0656 | -2.43 |
Estimation Period:
Oct 2, 2017 to Feb 12, 2026
Oct 2, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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