Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:66.01% (+1.04%)
Parameter Estimates
param | t-stat | |
---|---|---|
5.0000 | 9.30 | |
0.1928 | 9.40 | |
0.6592 | 26.31 | |
-0.1015 | -2.84 |
Estimation Period:
Mar 25, 2015 to Oct 10, 2025
Mar 25, 2015 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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