V-Lab: Caracas Stock Exchange Stock Market Index Asy. Power MEM Volatility Analysis

V-Lab

Caracas Stock Exchange Stock Market Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 22nd, 2021:50.18% (-0.24%)

Analysis last updated: Saturday, November 20, 2021, 05:18 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.2541	2.69
$α$	0.0134	4.36
$β$	0.9705	391.19
$γ$	-0.1273	-1.58
$δ$	2.5405	15.69

Estimation Period:
Jul 9, 2015 to Nov 19, 2021

News Impact Curve

Volatility Forecasts

Other Caracas Stock Exchange Stock Market Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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