Jamaica Stock Exchange Market Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.76%
increased by 0.48%
1 Week
11.01%
increased by 0.73%
1 Month
11.85%
increased by 1.57%
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 | |
|---|---|---|
| -0.0025 | -1.36 | |
| 0.1656 | 20.45 | |
| 0.9675 | 426.78 | |
| 0.0133 | 2.32 |
Estimation Period:
Jan 1, 1999 to Jun 5, 2026
Jan 1, 1999 to Jun 5, 2026
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