Amman Stock Exchange General Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 7th, 2026
1 Day
10.30%
increased by 0.34%
1 Week
14.47%
increased by 4.51%
1 Month
44.96%
increased by 35.00%
Analysis last updated: Friday, June 5, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.6882 | 6,882,260.00 | |
| 0.0618 | 617,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0805 | 7.29 | |
| 0.9176 | 34.63 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 31, 1999 to Jun 4, 2026
Dec 31, 1999 to Jun 4, 2026
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