Caribbean Producers Jamaica GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.77% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6080 | 10.67 | |
| 0.1065 | 8.06 | |
| 0.7873 | 64.33 | |
| 0.0393 | 1.24 |
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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