Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:72.52% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.32 | |
| 0.1926 | 9.45 | |
| 0.6575 | 26.20 | |
| -0.1010 | -2.83 |
Estimation Period:
Mar 25, 2015 to Nov 21, 2025
Mar 25, 2015 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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