V-Lab
V-Lab
FTSE ADX General Index (Abu Dhabi Securities Exchange) EGARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:8.27% (-0.30%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE ADX General Index (Abu Dhabi Securities Exchange) EGARCH
paramt-stat
ω0.018410.19
α0.306552.98
β0.9518479.04
γ-0.0356-5.97
Estimation Period:
Jun 29, 2001 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts