V-Lab
Ecuador Guayaquil Stock Exchange BVG AGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:9.31% (+1.16%)
Analysis last updated: Saturday, March 25, 2023, 03:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 6.38 | |
| 0.0213 | 16.58 | |
| 0.9736 | 739.26 | |
| 0.2091 | 4.50 |
Estimation Period:
Jan 3, 1994 to Mar 24, 2023
Jan 3, 1994 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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