Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:106.21% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 2.85 | |
| 0.0184 | 5.78 | |
| 0.9830 | 385.33 | |
| -0.0064 | -1.09 |
Estimation Period:
Mar 25, 2015 to Mar 6, 2026
Mar 25, 2015 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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