Spur Tree Spices Jamaica Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.91% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.5485 | 25.51 | |
| 0.4558 | 18.20 | |
| -0.4490 | -16.25 | |
| 10.0000 | 0.08 | |
| 0.0578 | 0.07 | |
| 0.5079 | 0.08 |
Estimation Period:
Jan 21, 2022 to Feb 13, 2026
Jan 21, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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