Transjamaican Highway Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.81% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1748 | 9.47 | |
| 0.7892 | 30.24 | |
| -0.1143 | -4.22 | |
| 0.9829 | 0.37 | |
| 0.0805 | 0.31 | |
| 0.7075 | 0.87 |
Estimation Period:
Mar 26, 2020 to Feb 6, 2026
Mar 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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