Dubai Financial Market General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:19.93% (+5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 18.77 | |
| 0.1181 | 23.43 | |
| 0.8563 | 272.02 | |
| 0.0404 | 4.34 |
Estimation Period:
Jan 1, 2004 to Feb 19, 2026
Jan 1, 2004 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices