Jamaica Stock Exchange Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.65% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8110 | 3.57 | |
| 0.0620 | 36.70 | |
| 0.9858 | 244.14 | |
| 2.8807 | 26.05 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Equity Indices