Caracas Stock Exchange Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:145.81% (+8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.35 | |
| 0.2014 | 9.13 | |
| 0.6634 | 27.61 | |
| -0.1134 | -3.12 |
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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