Riyad Reit Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.22% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 12.86 | |
| 0.2585 | 19.01 | |
| 0.8964 | 96.86 | |
| 0.0352 | 2.66 |
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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