Caracas Stock Exchange Stock Market Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:96.65% (+7.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7106 | 2.29 | |
| 0.4510 | 5.82 | |
| 0.3083 | 2.98 | |
| -2.7033 | -2.57 | |
| 2.5686 | 1.48 | |
| 1.2693 | 0.93 | |
| -2.7455 | -2.10 | |
| 2.7079 | 1.89 | |
| -1.5176 | -1.24 | |
| 0.7606 | 0.87 | |
| -0.1402 | -0.17 | |
| -0.7541 | -0.54 | |
| 2.7266 | 1.28 |
Estimation Period:
Mar 25, 2015 to Jan 9, 2026
Mar 25, 2015 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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