Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
61.56%
decreased by 0.88%
1 Week
67.86%
increased by 5.42%
1 Month
75.40%
increased by 12.96%
Analysis last updated: Saturday, May 30, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.48 | |
| 0.2128 | 9.65 | |
| 0.6485 | 27.37 | |
| -0.1248 | -3.37 |
Estimation Period:
Mar 25, 2015 to May 29, 2026
Mar 25, 2015 to May 29, 2026
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