Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:8.99% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.74 | |
| 0.0737 | 19.65 | |
| 0.9302 | 436.72 | |
| -0.0112 | -2.11 |
Estimation Period:
Dec 31, 1999 to Feb 26, 2026
Dec 31, 1999 to Feb 26, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices