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

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Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:56.85% (-12.22%)

Analysis last updated: Saturday, November 15, 2025 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6609	2.29
$α$	0.4158	5.74
$β$	0.3250	3.05
$γ_{1}$	-2.7935	-2.57
$γ_{2}$	2.6270	1.47
$γ_{3}$	1.3387	0.95
$γ_{4}$	-2.7852	-2.08
$γ_{5}$	2.6527	1.89
$γ_{6}$	-1.4168	-1.24
$γ_{7}$	0.6973	0.84
$γ_{8}$	-0.1174	-0.12
$γ_{9}$	-0.6845	-0.43
$γ_{10}$	1.9596	0.95

Estimation Period:
Mar 25, 2015 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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