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V-Lab

Bolsa DE Valores DE Caracas Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:219.74% (+58.03%)
Analysis last updated: Thursday, February 12, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bolsa DE Valores DE Caracas SGARCH
paramt-stat
ω2.13250.65
α0.71123.09
β0.23242.55
γ1-5.6695-2.84
γ26.17791.93
γ30.32500.13
γ40.34480.17
γ5-4.0390-2.42
γ66.83754.39
γ7-7.6298-4.20
γ85.51702.63
γ90.75050.20
Estimation Period:
Mar 20, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts