Jamaica Stock Exchange Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.55% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8068 | 3.56 | |
| 0.0619 | 36.27 | |
| 0.9857 | 240.17 | |
| 2.8773 | 25.75 |
Estimation Period:
Jan 1, 1999 to Jan 30, 2026
Jan 1, 1999 to Jan 30, 2026
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