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, May 8th, 2025:31.53% (-3.45%)

Analysis last updated: Thursday, May 8, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.5963	21.62
$β$	0.1722	10.36
$γ$	-0.3514	-4.90
$λ_{1}$	0.0112	0.76
$λ_{2}$	0.0070	1.53
$λ_{3}$	0.9909	225.06

Estimation Period:
Mar 25, 2015 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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