Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:131.36% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7130 | 2.29 | |
| 0.4510 | 5.82 | |
| 0.3062 | 2.96 | |
| -2.6901 | -2.58 | |
| 2.5765 | 1.50 | |
| 1.2218 | 0.90 | |
| -2.7068 | -2.10 | |
| 2.7047 | 1.91 | |
| -1.5370 | -1.25 | |
| 0.7792 | 0.87 | |
| -0.1630 | -0.20 | |
| -0.7226 | -0.53 | |
| 2.8251 | 1.31 |
Estimation Period:
Mar 25, 2015 to Jan 16, 2026
Mar 25, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Caracas Stock Exchange Stock Market Index Analyses
Other Spline-GARCH Analyses on Equity Indices