V-Lab
Ecuador Guayaquil Stock Exchange BVG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 31st, 2026
1 Day
9.66%
increased by 0.23%
1 Week
9.65%
increased by 0.22%
1 Month
9.61%
increased by 0.18%
Analysis last updated: Friday, July 31, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1994 to Apr 4, 2025Model Insight
The estimated Student-t degrees of freedom v = 2.01 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | |
α ARCH Response to squared shocks | 0.0655 | 922.10*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0094 |
Persistence:
0.999
Half-life:
693 days
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