Pan Jamaica Inv Tst AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.82% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1614 | 9.84 | |
| 0.1463 | 31.76 | |
| 0.8556 | 222.46 | |
| -0.3624 | -3.32 |
Estimation Period:
Aug 16, 1994 to Feb 6, 2026
Aug 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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