Jamaica Stock Exchange Market Index GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.28%
increased by 0.17%
1 Week
10.41%
increased by 0.30%
1 Month
10.84%
increased by 0.73%
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 | |
|---|---|---|
| 0.0137 | 14.61 | |
| 0.0711 | 18.80 | |
| 0.9088 | 192.92 |
Estimation Period:
Jan 1, 1999 to Jun 5, 2026
Jan 1, 1999 to Jun 5, 2026
Other GARCH Analyses on Equity Indices