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, July 17th, 2025:25.81% (-0.14%)

Analysis last updated: Friday, July 18, 2025 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6457	2.33
$α$	0.4195	5.58
$β$	0.3260	3.00
$γ_{1}$	-2.8917	-2.48
$γ_{2}$	2.5555	1.32
$γ_{3}$	1.7016	1.12
$γ_{4}$	-3.0082	-2.09
$γ_{5}$	2.4649	1.81
$γ_{6}$	-0.9326	-0.95
$γ_{7}$	0.2368	0.26
$γ_{8}$	0.1564	0.12
$γ_{9}$	-0.5804	-0.37
$γ_{10}$	0.4041	0.38

Estimation Period:
Mar 25, 2015 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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