Capital Bank of Jordan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.37% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1686 | 18.58 | |
| 0.1423 | 18.36 | |
| 0.8048 | 142.40 | |
| -0.0108 | -0.87 |
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Oct 3, 2005 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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