Pan Jamaica Inv Tst EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.89% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1691 | 17.77 | |
| 0.2652 | 27.71 | |
| 0.9462 | 278.63 | |
| 0.0319 | 3.71 |
Estimation Period:
Aug 16, 1994 to Feb 13, 2026
Aug 16, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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