FTSE NASDAQ Dubai UAE 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.05%
decreased by 1.30%
1 Week
18.60%
decreased by 0.75%
1 Month
20.54%
increased by 1.19%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 8.44 | |
| 0.1132 | 15.08 | |
| 0.8355 | 108.95 | |
| 0.0851 | 8.16 |
Estimation Period:
Jun 12, 2006 to Jun 4, 2026
Jun 12, 2006 to Jun 4, 2026
Other GJR-GARCH Analyses on Equity Indices