Dubai Financial Market General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.87% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 18.72 | |
| 0.1180 | 23.41 | |
| 0.8563 | 271.85 | |
| 0.0406 | 4.36 |
Estimation Period:
Jan 1, 2004 to Feb 5, 2026
Jan 1, 2004 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices