FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:14.42% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 25.36 | |
| 0.1391 | 23.40 | |
| 0.8080 | 205.03 | |
| 0.0835 | 7.29 |
Estimation Period:
Jun 29, 2001 to Feb 19, 2026
Jun 29, 2001 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices