Commercial Bank OF Dubai GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.04% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4997 | 15.27 | |
| 0.2602 | 11.08 | |
| 0.7471 | 89.90 | |
| -0.0518 | -1.36 |
Estimation Period:
Nov 11, 2005 to Feb 13, 2026
Nov 11, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Commercial Bank OF Dubai Analyses
Other GJR-GARCH Analyses on International Equities