V-Lab
V-Lab
Jamaica Stock Exchange Market Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:9.86% (-0.49%)

Analysis last updated: Wednesday, May 8, 2024 at 04:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index EGARCH
paramt-stat
ω0.00010.08
α0.168220.19
β0.9682429.18
γ0.01242.11
Estimation Period:
Jan 1, 1999 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts