FTSE NASDAQ Dubai UAE 20 Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
19.46%
decreased by 1.86%
1 Week
22.36%
increased by 1.04%
1 Month
26.86%
increased by 5.54%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2086 | 8.72 | |
| 0.5461 | 23.32 | |
| 0.1679 | 6.54 | |
| 0.0083 | 3.71 | |
| 0.0376 | 5.64 | |
| 0.9604 | 136.76 |
Estimation Period:
Jun 12, 2006 to Jun 4, 2026
Jun 12, 2006 to Jun 4, 2026
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