Bermuda Stock Exchange Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.95% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 12.15 | |
| 0.0410 | 12.52 | |
| 0.9502 | 551.82 | |
| 0.0149 | 2.49 |
Estimation Period:
Jun 14, 1994 to Dec 31, 2025
Jun 14, 1994 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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