V-Lab
V-Lab
FTSE NASDAQ Dubai UAE 20 Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, November 23rd, 2021:40.20% (+1.06%)

Analysis last updated: Monday, November 22, 2021 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of FTSE NASDAQ Dubai UAE 20 Index AMEM
paramt-stat
ω5.00008.57
α0.00000.00
β0.17393.62
γ1.00001.38
Estimation Period:
Jun 12, 2006 to Nov 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts