V-Lab
Ecuador Guayaquil Stock Exchange BVG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 2nd, 2026
1 Day
180,042.33%
decreased by 20,195.76%
1 Week
179,862.39%
decreased by 20,375.70%
1 Month
179,145.57%
decreased by 21,092.52%
Analysis last updated: Friday, October 2, 2026 at 09:45 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1994 to Oct 1, 2026Illiquid Asset
Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.7236 | 3.03*** |
| αARCH | 0.0786 | 210.04*** |
| βGARCH | 0.9990 | 4,945.54*** |
| νDF | 2.0000 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7236 | 3.03*** |
α ARCH Response to squared shocks | 0.0786 | 210.04*** |
β GARCH Volatility persistence | 0.9990 | 4,945.54*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
Other Ecuador Guayaquil Stock Exchange BVG Analyses
Other GAS-GARCH Student T Analyses on Equity Indices