Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:65.68% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.36 | |
| 0.1967 | 9.64 | |
| 0.6521 | 26.04 | |
| -0.1050 | -2.92 |
Estimation Period:
Mar 25, 2015 to Dec 26, 2025
Mar 25, 2015 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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