Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.87%
increased by 1.04%
1 Week
10.96%
increased by 1.13%
1 Month
11.27%
increased by 1.44%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 14.61 | |
| 0.0702 | 18.47 | |
| 0.9090 | 192.06 | |
| -0.0726 | -3.35 |
Estimation Period:
Jan 1, 1999 to Jun 5, 2026
Jan 1, 1999 to Jun 5, 2026
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