Arab Real Estate Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:39.04% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7048 | 4.27 | |
| 0.0734 | 5.97 | |
| 0.8682 | 26.12 | |
| 0.3099 | 1.40 | |
| -0.3393 | -0.85 | |
| 0.0865 | 0.27 | |
| -0.1678 | -0.79 | |
| 0.3399 | 2.53 | |
| -0.4282 | -3.83 | |
| 0.3026 | 2.18 | |
| -0.2459 | -1.00 |
Estimation Period:
Oct 31, 2007 to Feb 12, 2026
Oct 31, 2007 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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