V-Lab
Caracas Stock Exchange Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:44,261.40% (+5,980.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.7544 | 3.68 | |
| 0.1600 | 18.18 | |
| 0.9990 | 4,873.17 | |
| 2.0000 | 58,823.53 |
Estimation Period:
Mar 25, 2015 to May 7, 2025
Mar 25, 2015 to May 7, 2025
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