Caracas Stock Exchange Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:204,651.28% (-131,921.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.3436 | 5.35 | |
| 0.2522 | 170.64 | |
| 0.9990 | 6,572.37 | |
| 2.0000 | 10,638.30 |
Estimation Period:
Mar 25, 2015 to Oct 21, 2025
Mar 25, 2015 to Oct 21, 2025
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