Dubai Financial Market General Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.94% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 18.48 | |
| 0.1388 | 38.58 | |
| 0.8558 | 268.53 | |
| 0.0622 | 3.60 |
Estimation Period:
Jan 1, 2004 to Feb 12, 2026
Jan 1, 2004 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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