FTSE NASDAQ Dubai UAE 20 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:16.82% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2103 | 8.94 | |
| 0.5624 | 24.83 | |
| 0.1588 | 6.32 | |
| 0.0067 | 3.59 | |
| 0.0325 | 5.69 | |
| 0.9658 | 160.04 |
Estimation Period:
Jun 12, 2006 to Feb 5, 2026
Jun 12, 2006 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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