Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.01% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 14.47 | |
| 0.0704 | 18.48 | |
| 0.9094 | 192.52 | |
| -0.0731 | -3.36 |
Estimation Period:
Jan 1, 1999 to Jan 30, 2026
Jan 1, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices