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V-Lab

Capital Bank of Jordan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.29% (+0.36%)
Analysis last updated: Thursday, February 12, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Bank of Jordan S0GARCH
paramt-stat
ω1.68419.20
α0.15827.09
β0.594110.73
γ10.37963.72
γ2-0.5823-3.66
γ30.32542.45
γ4-0.2414-1.63
γ50.26941.80
γ6-0.3540-2.23
γ70.50082.55
γ8-0.6704-2.99
γ90.67703.03
γ10-0.3964-2.43
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts