Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:42.89% (+8.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5572 | 19.33 | |
| 0.1824 | 11.12 | |
| -0.3247 | -4.28 | |
| 0.0138 | 0.99 | |
| 0.0074 | 1.59 | |
| 0.9905 | 219.47 |
Estimation Period:
Mar 25, 2015 to Oct 10, 2025
Mar 25, 2015 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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