Pan Jamaica Inv Tst Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.73% (+9.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8607 | 4.55 | |
| 0.1838 | 6.85 | |
| 0.7185 | 17.94 | |
| -0.0734 | -0.59 | |
| 0.5168 | 2.71 | |
| -0.9960 | -5.84 | |
| 0.9632 | 5.23 | |
| -0.5582 | -2.75 | |
| 0.3309 | 1.73 | |
| -0.4750 | -2.77 | |
| 0.5556 | 3.39 | |
| -0.3727 | -2.87 | |
| 0.1011 | 1.25 |
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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