Dubai Financial Market General Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.13% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 18.48 | |
| 0.1389 | 38.57 | |
| 0.8557 | 268.16 | |
| 0.0620 | 3.59 |
Estimation Period:
Jan 1, 2004 to Feb 5, 2026
Jan 1, 2004 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices