Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:109.08% (+26.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7442 | 2.29 | |
| 0.4662 | 5.46 | |
| 0.3034 | 2.93 | |
| -2.6334 | -2.51 | |
| 2.4912 | 1.45 | |
| 1.2679 | 0.94 | |
| -2.7318 | -2.09 | |
| 2.7280 | 1.89 | |
| -1.6103 | -1.29 | |
| 0.9869 | 1.11 | |
| -0.6358 | -0.86 | |
| 0.4147 | 0.36 | |
| -0.5457 | -0.49 |
Estimation Period:
Mar 25, 2015 to Jan 16, 2026
Mar 25, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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