V-Lab
Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:40.73% (+10.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7923 | 2.20 | |
| 0.4037 | 5.46 | |
| 0.3277 | 3.01 | |
| -1.8504 | -3.48 | |
| 2.6480 | 3.41 | |
| -1.5498 | -2.27 | |
| 1.2066 | 1.96 | |
| -0.4755 | -1.03 | |
| 0.1528 | 0.42 | |
| -0.1968 | -0.84 |
Estimation Period:
Mar 25, 2015 to Jun 27, 2025
Mar 25, 2015 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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