Caracas Stock Exchange Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:70.27% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2378 | 6.20 | |
| 0.3101 | 11.82 | |
| 0.6390 | 10.63 | |
| 0.0609 | 2.81 |
Estimation Period:
Mar 25, 2015 to Nov 21, 2025
Mar 25, 2015 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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