SP Funds S&P Global Reit Sharia Etf GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.40% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 6.11 | |
| 0.0166 | 4.05 | |
| 0.9411 | 197.04 | |
| 0.0536 | 4.79 |
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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