Skip to main content
V-Lab

Arab Real Estate Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:39.04% (-1.33%)
Analysis last updated: Friday, February 13, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arab Real Estate Investment SGARCH
paramt-stat
ω3.70484.27
α0.07345.97
β0.868226.12
γ10.30991.40
γ2-0.3393-0.85
γ30.08650.27
γ4-0.1678-0.79
γ50.33992.53
γ6-0.4282-3.83
γ70.30262.18
γ8-0.2459-1.00
Estimation Period:
Oct 31, 2007 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts