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, October 13th, 2025:41.37% (+4.72%)

Analysis last updated: Saturday, October 11, 2025 at 08:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6459	2.30
$α$	0.4009	5.70
$β$	0.3342	3.09
$γ_{1}$	-2.8024	-2.53
$γ_{2}$	2.6048	1.43
$γ_{3}$	1.3975	0.98
$γ_{4}$	-2.8133	-2.07
$γ_{5}$	2.6225	1.88
$γ_{6}$	-1.3763	-1.25
$γ_{7}$	0.7337	0.91
$γ_{8}$	-0.3280	-0.33
$γ_{9}$	-0.0233	-0.02
$γ_{10}$	-0.1048	-0.09

Estimation Period:
Mar 25, 2015 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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