FTSE NASDAQ Dubai UAE 20 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.17% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5513 | 4.20 | |
| 0.1237 | 71.98 | |
| 0.9957 | 1,093.00 | |
| 4.4658 | 23.80 |
Estimation Period:
Jun 12, 2006 to Feb 12, 2026
Jun 12, 2006 to Feb 12, 2026
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