Riyad Reit Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.12% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9920 | 4.05 | |
| 0.1424 | 3.94 | |
| 0.6783 | 10.22 | |
| 0.2140 | 0.26 | |
| 0.0622 | 0.05 | |
| 0.0673 | 0.07 | |
| -0.9452 | -1.03 | |
| 1.1918 | 1.18 | |
| -1.3876 | -1.58 | |
| 1.8040 | 2.42 | |
| -1.8046 | -1.83 | |
| 0.9960 | 0.64 |
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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