Dubai Financial Market General Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
15.18%
decreased by 0.60%
1 Week
15.62%
decreased by 0.16%
1 Month
17.21%
increased by 1.43%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 18.73 | |
| 0.1166 | 23.53 | |
| 0.8567 | 274.22 | |
| 0.0431 | 4.73 |
Estimation Period:
Jan 1, 2004 to Jun 4, 2026
Jan 1, 2004 to Jun 4, 2026
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