V-Lab
Ecuador Guayaquil Stock Exchange BVG EGARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:11.22% (+0.56%)
Analysis last updated: Saturday, March 25, 2023, 03:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 7.75 | |
| 0.0949 | 12.33 | |
| 0.9710 | 401.42 | |
| -0.0145 | -2.32 |
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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