Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:81.80% (-40.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7405 | 2.28 | |
| 0.4650 | 5.42 | |
| 0.3049 | 2.90 | |
| -2.6450 | -2.51 | |
| 2.4840 | 1.43 | |
| 1.3099 | 0.96 | |
| -2.7647 | -2.09 | |
| 2.7267 | 1.88 | |
| -1.5867 | -1.28 | |
| 0.9622 | 1.10 | |
| -0.6078 | -0.79 | |
| 0.3827 | 0.32 | |
| -0.5151 | -0.46 |
Estimation Period:
Mar 25, 2015 to Jan 9, 2026
Mar 25, 2015 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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