Capital Bank of Jordan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.82% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4822 | 4.01 | |
| 0.0980 | 41.23 | |
| 0.9863 | 275.66 | |
| 3.6295 | 21.80 |
Estimation Period:
Oct 3, 2005 to Feb 12, 2026
Oct 3, 2005 to Feb 12, 2026
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