Riyad Reit Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:150.60% (+21.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 89.4897 | 2.34 | |
| 0.0947 | 40.30 | |
| 0.9714 | 80.85 | |
| 2.0063 | 2,006.31 |
Estimation Period:
Nov 16, 2016 to Feb 5, 2026
Nov 16, 2016 to Feb 5, 2026
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