Amman Stock Exchange General Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:12.40% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 19.08 | |
| 0.1445 | 32.73 | |
| 0.9968 | 1,866.59 | |
| 0.0138 | 4.34 |
Estimation Period:
Dec 31, 1999 to Feb 5, 2026
Dec 31, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices