Caribbean Producers Jamaica EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.37% (+16.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4353 | 11.97 | |
| 0.2773 | 22.00 | |
| 0.8622 | 72.13 | |
| -0.0219 | -1.29 |
Estimation Period:
Jul 21, 2015 to Feb 6, 2026
Jul 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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