V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:33.20% (-0.19%)
Analysis last updated: Tuesday, April 23, 2024 at 02:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 1.46 | |
| 0.0134 | 5.13 | |
| 0.9864 | 538.41 | |
| -0.0027 | -0.60 |
Estimation Period:
Mar 25, 2015 to Apr 19, 2024
Mar 25, 2015 to Apr 19, 2024
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