Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:10.44% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.70 | |
| 0.0736 | 19.66 | |
| 0.9303 | 437.80 | |
| -0.0113 | -2.13 |
Estimation Period:
Dec 31, 1999 to Feb 12, 2026
Dec 31, 1999 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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