Jamaica Stock Exchange Market Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.05% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 12.84 | |
| 0.0824 | 17.50 | |
| 0.9125 | 191.94 | |
| -0.0472 | -2.42 | |
| 1.4871 | 31.39 |
Estimation Period:
Jan 1, 1999 to Feb 20, 2026
Jan 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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