FTSE ADX General Index (Abu Dhabi Securities Exchange) GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.27% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 25.30 | |
| 0.1391 | 23.40 | |
| 0.8082 | 205.34 | |
| 0.0834 | 7.28 |
Estimation Period:
Jun 29, 2001 to Feb 5, 2026
Jun 29, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices