FTSE NASDAQ Dubai UAE 20 Index MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 14th, 2026
1 Day
19.07%
increased by 0.06%
1 Week
30.20%
increased by 11.19%
1 Month
55.72%
increased by 36.71%
Analysis last updated: Friday, June 12, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0878 | 6.34 | |
| 0.8190 | 5.70 | |
| 0.1810 | 6.89 |
Estimation Period:
Jun 12, 2006 to Jun 11, 2026
Jun 12, 2006 to Jun 11, 2026
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