Caribbean Producers Jamaica MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.28% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0887 | 12.86 | |
| 0.7807 | 53.51 | |
| 0.0758 | 4.63 | |
| 0.0658 | 1.45 | |
| 0.0094 | 2.35 | |
| 0.9865 | 170.14 |
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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