Riyad Reit Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.21% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 10.39 | |
| 0.1718 | 11.08 | |
| 0.7554 | 42.29 | |
| -0.0533 | -2.70 |
Estimation Period:
Nov 16, 2016 to Feb 12, 2026
Nov 16, 2016 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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