Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:71.61% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.31 | |
| 0.1912 | 9.36 | |
| 0.6606 | 26.32 | |
| -0.1001 | -2.81 |
Estimation Period:
Mar 25, 2015 to Oct 24, 2025
Mar 25, 2015 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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