V-Lab: Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

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V-Lab

Caracas Stock Exchange Stock Market Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 9th, 2024:28.88% (-0.81%)

Analysis last updated: Saturday, September 7, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.5079	19.91
$β$	0.2366	11.25
$γ$	-0.3284	-4.92
$λ_{1}$	0.0123	0.67
$λ_{2}$	0.0074	1.42
$λ_{3}$	0.9904	188.64

Estimation Period:
Mar 25, 2015 to Sep 6, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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