Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
65.95%
increased by 5.80%
1 Week
70.48%
increased by 10.33%
1 Month
76.03%
increased by 15.88%
Analysis last updated: Saturday, June 20, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.52 | |
| 0.2161 | 9.78 | |
| 0.6449 | 27.24 | |
| -0.1275 | -3.43 |
Estimation Period:
Mar 25, 2015 to Jun 19, 2026
Mar 25, 2015 to Jun 19, 2026
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