V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 10th, 2024:32.42% (-0.16%)
Analysis last updated: Thursday, October 10, 2024 at 08:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 1.82 | |
| 0.0128 | 4.95 | |
| 0.9865 | 550.18 | |
| -0.0014 | -0.33 |
Estimation Period:
Mar 25, 2015 to Oct 4, 2024
Mar 25, 2015 to Oct 4, 2024
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