V-Lab
V-Lab
Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:9.58% (-0.20%)

Analysis last updated: Saturday, May 4, 2024 at 06:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index AGARCH
paramt-stat
ω0.013414.45
α0.071918.12
β0.9088189.06
γ-0.0679-3.06
Estimation Period:
Jan 1, 1999 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts