V-Lab
V-Lab
Jamaica Stock Exchange Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:9.66% (+0.13%)

Analysis last updated: Saturday, May 4, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jamaica Stock Exchange Market Index GJR-GARCH
paramt-stat
ω0.014115.26
α0.075915.72
β0.9075190.92
γ-0.0056-0.84
Estimation Period:
Jan 1, 1999 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts