Caracas Stock Exchange Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:74.22% (-6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2412 | 6.20 | |
| 0.3105 | 11.85 | |
| 0.6391 | 10.64 | |
| 0.0606 | 2.80 |
Estimation Period:
Mar 25, 2015 to Oct 24, 2025
Mar 25, 2015 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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