V-Lab
V-Lab
Jamaica Stock Exchange Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2009:4.23992117379557e+153% (0.00%)

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

Date Range:

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to

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graph of Jamaica Stock Exchange Market Index MF2-GARCH
paramt-stat
m36
α0.66186617560.00
β0.0882882440.00
γ0.50005000000.00
λ10.081325.00
λ20.117490.56
λ30.8248223.89
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts