Riyad Reit Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.00% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1605 | 13.17 | |
| 0.1835 | 16.80 | |
| 0.6821 | 53.14 | |
| -0.2575 | -4.60 |
Estimation Period:
Nov 16, 2016 to Feb 5, 2026
Nov 16, 2016 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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