V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:63.19% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.28 | |
| 0.1919 | 9.31 | |
| 0.6619 | 26.41 | |
| -0.1011 | -2.83 |
Estimation Period:
Mar 25, 2015 to Sep 12, 2025
Mar 25, 2015 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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