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
Other Caracas Stock Exchange Stock Market Index Analyses
Other GJR-GARCH Analyses on Equity Indices