V-Lab
V-Lab
Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:10.40% (+0.36%)

Analysis last updated: Thursday, May 2, 2024 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index AGARCH
paramt-stat
ω0.013414.45
α0.071918.12
β0.9088189.06
γ-0.0679-3.06
Estimation Period:
Jan 1, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts