V-Lab
V-Lab
Dubai Financial Market General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:11.91% (+0.67%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dubai Financial Market General Index EGARCH
paramt-stat
ω0.030419.15
α0.259342.20
β0.9746748.57
γ-0.0273-5.09
Estimation Period:
Jan 1, 2004 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts