Jamaica Stock Exchange Market Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.94% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 14.45 | |
| 0.0704 | 18.49 | |
| 0.9096 | 192.87 | |
| -0.0735 | -3.39 |
Estimation Period:
Jan 1, 1999 to Feb 6, 2026
Jan 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices