Caribbean Producers Jamaica GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.06% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6444 | 11.83 | |
| 0.1270 | 18.75 | |
| 0.7839 | 65.83 |
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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