Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.63% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.69 | |
| 0.0738 | 19.68 | |
| 0.9303 | 438.00 | |
| -0.0114 | -2.14 |
Estimation Period:
Dec 31, 1999 to Feb 5, 2026
Dec 31, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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