Jamaica Stock Exchange Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.56% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8073 | 3.57 | |
| 0.0618 | 36.47 | |
| 0.9858 | 242.92 | |
| 2.8819 | 25.85 |
Estimation Period:
Jan 1, 1999 to Feb 13, 2026
Jan 1, 1999 to Feb 13, 2026
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