Jamaica Stock Exchange Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.21% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 15.29 | |
| 0.0745 | 15.95 | |
| 0.9085 | 195.33 | |
| -0.0062 | -0.94 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices