Dubai Financial Market General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.35% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 19.11 | |
| 0.2591 | 42.68 | |
| 0.9748 | 764.53 | |
| -0.0288 | -5.48 |
Estimation Period:
Jan 1, 2004 to Feb 5, 2026
Jan 1, 2004 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices