FTSE ADX General Index (Abu Dhabi Securities Exchange) EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:12.07% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 8.62 | |
| 0.3099 | 54.72 | |
| 0.9531 | 491.52 | |
| -0.0360 | -6.33 |
Estimation Period:
Jun 29, 2001 to Feb 5, 2026
Jun 29, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices