Jamaica Stock Exchange Market Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.20% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 14.50 | |
| 0.0713 | 18.81 | |
| 0.9092 | 193.54 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices