FTSE NASDAQ Dubai UAE 20 Index Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 7th, 2026
1 Day
19.26%
decreased by 1.38%
1 Week
28.87%
increased by 8.23%
1 Month
51.81%
increased by 31.17%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9179 | 10.89 | |
| 0.3156 | 5.41 | |
| 0.2584 | 6.66 | |
| 0.8521 | 3.61 |
Estimation Period:
Jun 12, 2006 to Jun 4, 2026
Jun 12, 2006 to Jun 4, 2026
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