Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:9.81% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.72 | |
| 0.0736 | 19.65 | |
| 0.9303 | 437.37 | |
| -0.0112 | -2.12 |
Estimation Period:
Dec 31, 1999 to Feb 19, 2026
Dec 31, 1999 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices