Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:178.14% (+8.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7129 | 2.29 | |
| 0.4504 | 5.84 | |
| 0.3065 | 2.97 | |
| -2.7018 | -2.61 | |
| 2.6115 | 1.53 | |
| 1.1820 | 0.88 | |
| -2.6881 | -2.11 | |
| 2.7169 | 1.93 | |
| -1.5629 | -1.27 | |
| 0.8000 | 0.88 | |
| -0.1909 | -0.25 | |
| -0.6756 | -0.53 | |
| 2.8737 | 1.40 |
Estimation Period:
Mar 25, 2015 to Feb 6, 2026
Mar 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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