Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:32.79% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5571 | 19.36 | |
| 0.1795 | 11.07 | |
| -0.3304 | -4.40 | |
| 0.0148 | 1.03 | |
| 0.0077 | 1.65 | |
| 0.9901 | 215.10 |
Estimation Period:
Mar 25, 2015 to Dec 5, 2025
Mar 25, 2015 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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