V-Lab
V-Lab
Caracas Stock Exchange Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:76.15% (+6.71%)
Analysis last updated: Wednesday, July 2, 2025 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caracas Stock Exchange Stock Market Index EGARCH
paramt-stat
ω1.24416.23
α0.312111.83
β0.641410.81
γ0.06382.90
Estimation Period:
Mar 25, 2015 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts