Dubai Financial Market General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:19.41% (+4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 19.20 | |
| 0.2591 | 42.71 | |
| 0.9747 | 765.10 | |
| -0.0288 | -5.47 |
Estimation Period:
Jan 1, 2004 to Feb 19, 2026
Jan 1, 2004 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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