V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:64.36% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.27 | |
| 0.1922 | 9.15 | |
| 0.6660 | 26.65 | |
| -0.1028 | -2.88 |
Estimation Period:
Mar 25, 2015 to Jul 4, 2025
Mar 25, 2015 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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