V-Lab
Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:30.78% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6665 | 6,665,410.00 | |
| 0.3812 | 3,812,150.00 | |
| -0.0955 | -955,110.00 | |
| 2.0058 | 7.39 | |
| 0.0030 | 0.47 | |
| 0.9970 | 208.80 |
Estimation Period:
Mar 25, 2015 to Jun 27, 2025
Mar 25, 2015 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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