Pan Jamaica Inv Tst GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.23% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1526 | 15.50 | |
| 0.1288 | 27.08 | |
| 0.8712 | 210.90 |
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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