Riyad Reit Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.69% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1904 | 17.02 | |
| 0.6820 | 39.21 | |
| -0.0843 | -5.09 | |
| 0.8973 | 0.11 | |
| 0.1422 | 0.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 16, 2016 to Feb 5, 2026
Nov 16, 2016 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Riyad Reit Fund Analyses
Other MF2-GARCH Analyses on Real Estate