FTSE NASDAQ Dubai UAE 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:23.99% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 8.40 | |
| 0.1160 | 14.94 | |
| 0.8338 | 105.18 | |
| 0.0836 | 7.83 |
Estimation Period:
Jun 12, 2006 to Feb 19, 2026
Jun 12, 2006 to Feb 19, 2026
News Impact Curve
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