V-Lab
Ecuador Guayaquil Stock Exchange BVG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:13.34% (-0.15%)
Analysis last updated: Friday, May 3, 2024 at 06:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 10.96 | |
| 0.0188 | 10.00 | |
| 0.9734 | 722.14 | |
| 0.0057 | 1.80 |
Estimation Period:
Jan 3, 1994 to Sep 29, 2023
Jan 3, 1994 to Sep 29, 2023
News Impact Curve
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