V-Lab: Caracas Stock Exchange Stock Market Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Caracas Stock Exchange Stock Market Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:45083.47% (+8342.73%)

Analysis last updated: Friday, December 20, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	32.0595	11.05
$α$	0.1028	49.51
$β$	0.9990	12807.69
$ν$	2	181818.18

Estimation Period:
Mar 25, 2015 to Dec 19, 2024

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