V-Lab: Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 8th, 2025:35.34% (+0.71%)

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
$ω$	0.7595	2.18
$α$	0.3986	5.39
$β$	0.3314	2.99
$γ_{1}$	-1.9654	-3.56
$γ_{2}$	2.8043	3.43
$γ_{3}$	-1.6136	-2.21
$γ_{4}$	1.2275	1.90
$γ_{5}$	-0.4854	-1.01
$γ_{6}$	0.1974	0.51
$γ_{7}$	-0.2414	-0.88

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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