V-Lab
Ecuador Guayaquil Stock Exchange BVG APARCH Volatility Analysis
Volatility Prediction for Friday, April 11th, 2025:9.70% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 13.76 | |
| 0.0778 | 15.75 | |
| 0.9056 | 208.23 | |
| 0.0754 | 2.97 | |
| 1.5537 | 24.62 |
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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