Amman Stock Exchange General Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
13.04%
decreased by 0.19%
1 Week
13.09%
decreased by 0.14%
1 Month
13.27%
increased by 0.04%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 12.75 | |
| 0.0737 | 19.74 | |
| 0.9305 | 440.37 | |
| -0.0118 | -2.23 |
Estimation Period:
Dec 31, 1999 to Jun 4, 2026
Dec 31, 1999 to Jun 4, 2026
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