Arab Real Estate Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.65% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 4.23 | |
| 0.0419 | 9.47 | |
| 0.9477 | 205.56 | |
| -0.0040 | -0.44 |
Estimation Period:
Oct 31, 2007 to Feb 5, 2026
Oct 31, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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