Pan Jamaica Inv Tst MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.33% (+14.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2886 | 25.25 | |
| 0.5663 | 36.01 | |
| -0.0723 | -3.89 | |
| 0.0932 | 1.89 | |
| 0.0548 | 3.79 | |
| 0.9388 | 56.96 |
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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