SP Funds S&P Global Reit Sharia Etf EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.46% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 0.95 | |
| 0.0718 | 12.47 | |
| 0.9880 | 444.25 | |
| -0.0489 | -6.77 |
Estimation Period:
Dec 30, 2020 to Feb 6, 2026
Dec 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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