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 Monday, September 22nd, 2025:28.66% (-0.32%)

Analysis last updated: Saturday, September 20, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.5731	20.60
$β$	0.1817	11.16
$γ$	-0.3375	-4.56
$λ_{1}$	0.0126	0.97
$λ_{2}$	0.0070	1.58
$λ_{3}$	0.9908	232.20

Estimation Period:
Mar 25, 2015 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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