FTSE NASDAQ Dubai UAE 20 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
17.73%
decreased by 0.89%
1 Week
18.11%
decreased by 0.51%
1 Month
19.54%
increased by 0.92%
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 | |
|---|---|---|
| 7.6109 | 4.18 | |
| 0.1244 | 72.10 | |
| 0.9957 | 1,072.93 | |
| 4.4830 | 23.73 |
Estimation Period:
Jun 12, 2006 to Jun 11, 2026
Jun 12, 2006 to Jun 11, 2026
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