V-Lab
V-Lab
Jamaica Stock Exchange Market Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:10.10% (-0.35%)

Analysis last updated: Friday, May 3, 2024 at 05:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index APARCH
paramt-stat
ω0.017012.50
α0.085417.38
β0.9124187.78
γ-0.0468-2.32
δ1.408929.75
Estimation Period:
Jan 1, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts