Pan Jamaica Inv Tst GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.25% (+7.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1505 | 14.55 | |
| 0.1477 | 15.51 | |
| 0.8715 | 216.96 | |
| -0.0385 | -2.65 |
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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