Jamaica Stock Exchange Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.43% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 12.77 | |
| 0.0822 | 17.53 | |
| 0.9130 | 193.02 | |
| -0.0475 | -2.43 | |
| 1.4835 | 31.39 |
Estimation Period:
Jan 1, 1999 to Feb 13, 2026
Jan 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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