V-Lab
Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 31st, 2024:46.00% (-0.20%)
Analysis last updated: Friday, May 31, 2024 at 07:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 2.67 | |
| 0.0130 | 4.74 | |
| 0.9859 | 485.40 | |
| 0.0002 | 0.05 |
Estimation Period:
Mar 25, 2015 to May 24, 2024
Mar 25, 2015 to May 24, 2024
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