V-Lab
Ecuador Guayaquil Stock Exchange BVG AGARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:10.62% (+0.78%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 6.60 | |
| 0.0204 | 16.47 | |
| 0.9746 | 782.15 | |
| 0.2054 | 4.48 |
Estimation Period:
Jan 3, 1994 to Sep 29, 2023
Jan 3, 1994 to Sep 29, 2023
News Impact Curve
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