V-Lab
V-Lab
FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 7th, 2024:7.86% (-0.27%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH
paramt-stat
ω0.032425.06
α0.136622.05
β0.8087200.53
γ0.08216.89
Estimation Period:
Jun 29, 2001 to Apr 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts