Amman Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:10.90% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 19.02 | |
| 0.1443 | 32.69 | |
| 0.9967 | 1,863.08 | |
| 0.0137 | 4.30 |
Estimation Period:
Dec 31, 1999 to Feb 19, 2026
Dec 31, 1999 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices