Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:10.80% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 14.54 | |
| 0.0705 | 18.45 | |
| 0.9091 | 191.63 | |
| -0.0733 | -3.37 |
Estimation Period:
Jan 1, 1999 to Feb 20, 2026
Jan 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices