V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:62.38% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.26 | |
| 0.1916 | 9.13 | |
| 0.6669 | 26.66 | |
| -0.1023 | -2.87 |
Estimation Period:
Mar 25, 2015 to Jun 27, 2025
Mar 25, 2015 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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