V-Lab
V-Lab
Jamaica Stock Exchange Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:10.18% (+0.10%)

Analysis last updated: Saturday, April 20, 2024 at 08:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index GJR-GARCH
paramt-stat
ω0.014115.26
α0.075915.72
β0.9074190.83
γ-0.0055-0.81
Estimation Period:
Jan 1, 1999 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts