Caracas Stock Exchange Stock Market Index MEM Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
69.70%
decreased by 0.21%
1 Week
69.70%
decreased by 0.21%
1 Month
69.71%
decreased by 0.20%
Analysis last updated: Friday, July 17, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 9, 2015 to Jun 23, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 617 trading days (~2.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0220 | 0.71 |
α ARCH Response to squared shocks | 0.0234 | 11.88*** |
β GARCH Volatility persistence | 0.9755 | 431.06*** |
Persistence:
0.999
Half-life:
617 days
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