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

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V-Lab

Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:79.55% (-24.71%)

Analysis last updated: Saturday, October 18, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6609	2.30
$α$	0.4203	5.73
$β$	0.3236	3.03
$γ_{1}$	-2.8185	-2.56
$γ_{2}$	2.6098	1.43
$γ_{3}$	1.4371	1.00
$γ_{4}$	-2.8639	-2.09
$γ_{5}$	2.6433	1.87
$γ_{6}$	-1.3373	-1.20
$γ_{7}$	0.5997	0.73
$γ_{8}$	0.0017	0.00
$γ_{9}$	-0.8539	-0.51
$γ_{10}$	2.1594	1.04

Estimation Period:
Mar 25, 2015 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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