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

V-Lab

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

Volatility Prediction for Tuesday, July 1st, 2025:29.78% (-0.80%)

Analysis last updated: Wednesday, July 2, 2025 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7923	2.20
$α$	0.4037	5.46
$β$	0.3277	3.01
$γ_{1}$	-1.8504	-3.48
$γ_{2}$	2.6480	3.41
$γ_{3}$	-1.5498	-2.27
$γ_{4}$	1.2066	1.96
$γ_{5}$	-0.4755	-1.03
$γ_{6}$	0.1528	0.42
$γ_{7}$	-0.1968	-0.84

Estimation Period:
Mar 25, 2015 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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