FTSE ADX General Index (Abu Dhabi Securities Exchange) EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:9.59% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 8.57 | |
| 0.3097 | 54.69 | |
| 0.9531 | 491.54 | |
| -0.0363 | -6.37 |
Estimation Period:
Jun 29, 2001 to Feb 12, 2026
Jun 29, 2001 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices