Ecuador Guayaquil Stock Exchange BVG AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:9.61% (-0.22%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0321 | 14.83 | |
0.0809 | 21.21 | |
0.8723 | 160.23 | |
0.1074 | 2.56 |
Estimation Period:
Jan 3, 1994 to Apr 4, 2025
Jan 3, 1994 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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