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Pan Jamaica Inv Tst Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.73% (+9.66%)
Analysis last updated: Thursday, February 12, 2026 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pan Jamaica Inv Tst S0GARCH
paramt-stat
ω2.86074.55
α0.18386.85
β0.718517.94
γ1-0.0734-0.59
γ20.51682.71
γ3-0.9960-5.84
γ40.96325.23
γ5-0.5582-2.75
γ60.33091.73
γ7-0.4750-2.77
γ80.55563.39
γ9-0.3727-2.87
γ100.10111.25
Estimation Period:
Aug 16, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts