Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:57.16% (-24.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6606 | 22.15 | |
| 0.1588 | 11.17 | |
| -0.3916 | -5.22 | |
| 0.0186 | 1.17 | |
| 0.0088 | 2.01 | |
| 0.9892 | 230.36 |
Estimation Period:
Mar 25, 2015 to Jan 23, 2026
Mar 25, 2015 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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