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

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

Volatility Prediction for Monday, November 17th, 2025:42.92% (-14.04%)

Analysis last updated: Saturday, November 15, 2025 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6417	2.28
$α$	0.3928	5.73
$β$	0.3410	3.21
$γ_{1}$	-2.7936	-2.56
$γ_{2}$	2.6390	1.47
$γ_{3}$	1.3002	0.92
$γ_{4}$	-2.7379	-2.06
$γ_{5}$	2.6347	1.90
$γ_{6}$	-1.4582	-1.29
$γ_{7}$	0.8360	1.03
$γ_{8}$	-0.4555	-0.50
$γ_{9}$	0.1669	0.12
$γ_{10}$	-0.2943	-0.25

Estimation Period:
Mar 25, 2015 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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