V-Lab
V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:44.82% (-0.14%)
Analysis last updated: Thursday, May 8, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caracas Stock Exchange Stock Market Index GJR-GARCH
paramt-stat
ω0.01792.91
α0.01334.88
β0.9855489.56
γ0.00010.02
Estimation Period:
Mar 25, 2015 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts