Amman Stock Exchange General Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
13.83%
decreased by 0.02%
1 Week
14.06%
increased by 0.21%
1 Month
15.02%
increased by 1.17%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 18.98 | |
| 0.1438 | 32.66 | |
| 0.9968 | 1,870.09 | |
| 0.0137 | 4.34 |
Estimation Period:
Dec 31, 1999 to Jun 4, 2026
Dec 31, 1999 to Jun 4, 2026
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