V-Lab
V-Lab
Dubai Financial Market General Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, May 12th, 2024:9.49% (-0.11%)

Analysis last updated: Friday, May 10, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dubai Financial Market General Index MF2-GARCH
paramt-stat
m21
α0.098323.06
β0.675553.75
γ0.136018.75
λ10.00783.05
λ20.04607.23
λ30.9504132.37
Estimation Period:
Jan 1, 2004 to May 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts