Dubai Financial Market General Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
17.33%
decreased by 0.61%
1 Week
17.75%
decreased by 0.19%
1 Month
19.33%
increased by 1.39%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 19.17 | |
| 0.2592 | 43.03 | |
| 0.9746 | 762.60 | |
| -0.0301 | -5.78 |
Estimation Period:
Jan 1, 2004 to Jun 4, 2026
Jan 1, 2004 to Jun 4, 2026
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