Dubai Financial Market General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:15.40% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 19.12 | |
| 0.2589 | 42.68 | |
| 0.9748 | 765.15 | |
| -0.0289 | -5.49 |
Estimation Period:
Jan 1, 2004 to Feb 12, 2026
Jan 1, 2004 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices