Spur Tree Spices Jamaica Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.77% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.21 | |
| 0.3661 | 9.43 | |
| 0.5296 | 27.16 | |
| -0.2989 | -6.74 |
Estimation Period:
Jan 21, 2022 to Feb 6, 2026
Jan 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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