Caracas Stock Exchange Stock Market Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:45.71% (+12.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6512 | 2.28 | |
| 0.3947 | 5.77 | |
| 0.3392 | 3.21 | |
| -2.7481 | -2.58 | |
| 2.6483 | 1.51 | |
| 1.1665 | 0.85 | |
| -2.6206 | -2.04 | |
| 2.6247 | 1.91 | |
| -1.5218 | -1.31 | |
| 0.8940 | 1.06 | |
| -0.4897 | -0.63 | |
| 0.1459 | 0.12 | |
| -0.2365 | -0.23 |
Estimation Period:
Mar 25, 2015 to Dec 26, 2025
Mar 25, 2015 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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