FTSE NASDAQ Dubai UAE 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
16.56%
decreased by 0.59%
1 Week
17.18%
increased by 0.03%
1 Month
19.35%
increased by 2.20%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 8.44 | |
| 0.1133 | 15.08 | |
| 0.8354 | 108.82 | |
| 0.0849 | 8.14 |
Estimation Period:
Jun 12, 2006 to Jun 11, 2026
Jun 12, 2006 to Jun 11, 2026
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