Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:101.44% (+56.02%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.6459 | 2.30 | |
0.4009 | 5.70 | |
0.3342 | 3.09 | |
-2.8024 | -2.53 | |
2.6048 | 1.43 | |
1.3975 | 0.98 | |
-2.8133 | -2.07 | |
2.6225 | 1.88 | |
-1.3763 | -1.25 | |
0.7337 | 0.91 | |
-0.3280 | -0.33 | |
-0.0233 | -0.02 | |
-0.1048 | -0.09 |
Estimation Period:
Mar 25, 2015 to Oct 10, 2025
Mar 25, 2015 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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