V-Lab
V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:3,284.14% (+3,201.35%)
Analysis last updated: Tuesday, July 29, 2025 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caracas Stock Exchange Stock Market Index GJR-GARCH
paramt-stat
ω5.00009.28
α0.19319.19
β0.664726.64
γ-0.1034-2.88
Estimation Period:
Mar 25, 2015 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts