V-Lab
V-Lab
Dubai Financial Market General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:12.62% (+0.31%)

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 GJR-GARCH
paramt-stat
ω0.031317.80
α0.117522.38
β0.8602281.03
γ0.03553.66
Estimation Period:
Jan 1, 2004 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts