V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:28.95% (-0.14%)
Analysis last updated: Saturday, December 28, 2024 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 1.46 | |
| 0.0131 | 5.07 | |
| 0.9864 | 552.00 | |
| -0.0019 | -0.45 |
Estimation Period:
Mar 25, 2015 to Dec 27, 2024
Mar 25, 2015 to Dec 27, 2024
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