FTSE NASDAQ Dubai UAE 20 Index MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 7th, 2026
1 Day
19.32%
decreased by 0.91%
1 Week
30.53%
increased by 10.30%
1 Month
56.28%
increased by 36.05%
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 | |
|---|---|---|
| 1.1088 | 6.29 | |
| 0.8212 | 5.52 | |
| 0.1788 | 6.91 |
Estimation Period:
Jun 12, 2006 to Jun 4, 2026
Jun 12, 2006 to Jun 4, 2026
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