FTSE NASDAQ Dubai UAE 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.97% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 8.35 | |
| 0.1154 | 14.89 | |
| 0.8337 | 105.14 | |
| 0.0849 | 7.95 |
Estimation Period:
Jun 12, 2006 to Feb 12, 2026
Jun 12, 2006 to Feb 12, 2026
News Impact Curve
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