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 Tuesday, December 9th, 2025:36.01% (-1.28%)

Analysis last updated: Saturday, December 6, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6302	2.26
$α$	0.3907	5.71
$β$	0.3404	3.17
$γ_{1}$	-2.8351	-2.65
$γ_{2}$	2.7419	1.56
$γ_{3}$	1.1738	0.85
$γ_{4}$	-2.6426	-2.04
$γ_{5}$	2.6233	1.91
$γ_{6}$	-1.5043	-1.31
$γ_{7}$	0.8859	1.07
$γ_{8}$	-0.4967	-0.60
$γ_{9}$	0.1820	0.14
$γ_{10}$	-0.2883	-0.26

Estimation Period:
Mar 25, 2015 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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