V-Lab
V-Lab
Jamaica Stock Exchange Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:11.64% (-0.07%)

Analysis last updated: Wednesday, May 8, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index GAS-GARCH-T
paramt-stat
ω0.87543.46
α0.061040.31
β0.9869257.33
ν332.07
Estimation Period:
Jan 1, 1999 to May 3, 2024