V-Lab
V-Lab
Dubai Financial Market General Index GARCH Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:10.64% (-0.44%)

Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dubai Financial Market General Index GARCH
paramt-stat
ω0.030319.12
α0.136937.72
β0.8592275.21
Estimation Period:
Jan 1, 2004 to Apr 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts