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 29th, 2025:6,949.50% (+6,847.91%)

Analysis last updated: Tuesday, July 29, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8024	2.19
$α$	0.4020	5.55
$β$	0.3347	3.17
$γ_{1}$	-1.8099	-3.45
$γ_{2}$	2.5902	3.41
$γ_{3}$	-1.5223	-2.30
$γ_{4}$	1.2001	1.98
$γ_{5}$	-0.4824	-1.05
$γ_{6}$	0.1581	0.43
$γ_{7}$	-0.2054	-0.90

Estimation Period:
Mar 25, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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