V-Lab
Ecuador Guayaquil Stock Exchange BVG EGARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:11.20% (+0.65%)
Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 7.51 | |
| 0.0852 | 11.07 | |
| 0.9753 | 415.55 | |
| -0.0118 | -1.97 |
Estimation Period:
Jan 3, 1994 to Sep 29, 2023
Jan 3, 1994 to Sep 29, 2023
News Impact Curve
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