Amman Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:11.08% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 19.05 | |
| 0.1443 | 32.70 | |
| 0.9968 | 1,866.58 | |
| 0.0137 | 4.32 |
Estimation Period:
Dec 31, 1999 to Feb 12, 2026
Dec 31, 1999 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices