V-Lab
V-Lab
FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, May 5th, 2024:7.83% (-0.25%)

Analysis last updated: Friday, May 3, 2024 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH
paramt-stat
ω0.031924.99
α0.136722.15
β0.8096202.41
γ0.08076.80
Estimation Period:
Jun 29, 2001 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts