Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:61.35% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.32 | |
| 0.1945 | 9.52 | |
| 0.6552 | 26.15 | |
| -0.1032 | -2.88 |
Estimation Period:
Mar 25, 2015 to Dec 5, 2025
Mar 25, 2015 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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