Jamaica Stock Exchange Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.72% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -0.96 | |
| 0.1651 | 20.38 | |
| 0.9681 | 430.10 | |
| 0.0133 | 2.31 |
Estimation Period:
Jan 1, 1999 to Jan 30, 2026
Jan 1, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices