Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:144.04% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7535 | 4.28 | |
| 0.0647 | 6.00 | |
| 0.9194 | 97.66 | |
| -0.0314 | -1.40 |
Estimation Period:
Mar 25, 2015 to Jan 23, 2026
Mar 25, 2015 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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