V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 16th, 2025:46.88% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 2.92 | |
| 0.0135 | 4.89 | |
| 0.9853 | 478.55 | |
| -0.0001 | -0.01 |
Estimation Period:
Mar 25, 2015 to Apr 11, 2025
Mar 25, 2015 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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