Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:66.91% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.33 | |
| 0.2007 | 9.14 | |
| 0.6627 | 27.66 | |
| -0.1140 | -3.15 |
Estimation Period:
Mar 25, 2015 to Feb 27, 2026
Mar 25, 2015 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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