Jamaica Stock Exchange Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.02% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 12.76 | |
| 0.0823 | 17.55 | |
| 0.9130 | 193.15 | |
| -0.0477 | -2.44 | |
| 1.4805 | 31.36 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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