V-Lab
Caracas Stock Exchange Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 28th, 2024:77.83% (+3.32%)
Analysis last updated: Saturday, October 26, 2024 at 07:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2819 | 6.09 | |
| 0.3092 | 11.31 | |
| 0.6401 | 10.52 | |
| 0.0645 | 2.78 |
Estimation Period:
Mar 25, 2015 to Oct 25, 2024
Mar 25, 2015 to Oct 25, 2024
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