Capital Bank of Jordan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.29% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6841 | 9.20 | |
| 0.1582 | 7.09 | |
| 0.5941 | 10.73 | |
| 0.3796 | 3.72 | |
| -0.5823 | -3.66 | |
| 0.3254 | 2.45 | |
| -0.2414 | -1.63 | |
| 0.2694 | 1.80 | |
| -0.3540 | -2.23 | |
| 0.5008 | 2.55 | |
| -0.6704 | -2.99 | |
| 0.6770 | 3.03 | |
| -0.3964 | -2.43 |
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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