Capital Bank of Jordan Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.99% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7284 | 9.57 | |
| 0.1533 | 6.84 | |
| 0.5824 | 9.71 | |
| 0.4209 | 4.23 | |
| -0.6470 | -4.18 | |
| 0.3645 | 2.84 | |
| -0.2677 | -1.87 | |
| 0.2864 | 1.97 | |
| -0.3592 | -2.33 | |
| 0.4818 | 2.56 | |
| -0.5949 | -2.80 | |
| 0.4727 | 2.34 | |
| 0.1565 | 0.65 |
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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