Dubai Financial Market General Index AGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
15.16%
decreased by 0.63%
1 Week
15.60%
decreased by 0.19%
1 Month
17.19%
increased by 1.40%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 18.40 | |
| 0.1390 | 38.96 | |
| 0.8558 | 270.14 | |
| 0.0674 | 3.90 |
Estimation Period:
Jan 1, 2004 to Jun 4, 2026
Jan 1, 2004 to Jun 4, 2026
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