FTSE NASDAQ Dubai UAE 20 Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:19.64% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.34 | |
| 0.2513 | 30.79 | |
| 0.9749 | 470.50 | |
| -0.0531 | -7.08 |
Estimation Period:
Jun 12, 2006 to Feb 5, 2026
Jun 12, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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