V-Lab: Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

V-Lab

Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:31.77% (-1.27%)

Analysis last updated: Thursday, September 18, 2025 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.5716	20.33
$β$	0.1815	11.13
$γ$	-0.3348	-4.48
$λ_{1}$	0.0128	0.97
$λ_{2}$	0.0071	1.58
$λ_{3}$	0.9907	230.35

Estimation Period:
Mar 25, 2015 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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