V-Lab
Ecuador Guayaquil Stock Exchange BVG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:2.39% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0655 | 922.10 | |
| 0.9990 | 99,900.00 | |
| 2.0094 | 54,307.70 |
Estimation Period:
Jan 3, 1994 to Apr 4, 2025
Jan 3, 1994 to Apr 4, 2025
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