Riyad Reit Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.67% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9935 | 4.05 | |
| 0.1429 | 3.95 | |
| 0.6778 | 10.23 | |
| 0.2132 | 0.26 | |
| 0.0660 | 0.05 | |
| 0.0588 | 0.06 | |
| -0.9329 | -1.02 | |
| 1.1790 | 1.17 | |
| -1.3793 | -1.58 | |
| 1.8063 | 2.58 | |
| -1.8289 | -2.51 | |
| 1.1001 | 1.81 |
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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