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V-Lab

Capital Bank of Jordan Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.99% (+0.23%)
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 SGARCH
paramt-stat
ω1.72849.57
α0.15336.84
β0.58249.71
γ10.42094.23
γ2-0.6470-4.18
γ30.36452.84
γ4-0.2677-1.87
γ50.28641.97
γ6-0.3592-2.33
γ70.48182.56
γ8-0.5949-2.80
γ90.47272.34
γ100.15650.65
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts