V-Lab
V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 3rd, 2025:66.22% (-2.00%)
Analysis last updated: Saturday, May 31, 2025 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caracas Stock Exchange Stock Market Index GJR-GARCH
paramt-stat
ω5.00009.23
α0.18918.97
β0.671026.67
γ-0.1008-2.84
Estimation Period:
Mar 25, 2015 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts