FTSE NASDAQ Dubai UAE 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.81% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 8.36 | |
| 0.1159 | 14.88 | |
| 0.8336 | 104.96 | |
| 0.0843 | 7.89 |
Estimation Period:
Jun 12, 2006 to Feb 5, 2026
Jun 12, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices