Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
13.25%
decreased by 0.11%
1 Week
13.30%
decreased by 0.06%
1 Month
13.47%
increased by 0.11%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.74 | |
| 0.0738 | 19.76 | |
| 0.9305 | 440.58 | |
| -0.0118 | -2.23 |
Estimation Period:
Dec 31, 1999 to Jun 11, 2026
Dec 31, 1999 to Jun 11, 2026
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