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

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V-Lab

Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:84.04% (+57.51%)

Analysis last updated: Friday, December 20, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.4930	19.94
$β$	0.2472	12.02
$γ$	-0.3111	-4.76
$λ_{1}$	0.0088	0.55
$λ_{2}$	0.0069	1.39
$λ_{3}$	0.9909	199.22

Estimation Period:
Mar 25, 2015 to Dec 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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