V-Lab
V-Lab
Ecuador Guayaquil Stock Exchange BVG EGARCH Volatility Analysis
Volatility Prediction for Friday, March 14th, 2025:14.76% (-0.35%)
Analysis last updated: Friday, March 14, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ecuador Guayaquil Stock Exchange BVG EGARCH
paramt-stat
ω0.01907.51
α0.085211.07
β0.9753415.55
γ-0.0118-1.97
Estimation Period:
Jan 3, 1994 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts