Ecuador Guayaquil Stock Exchange BVG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 30th, 2026
1 Day
50.30%
increased by 3.27%
1 Week
51.10%
increased by 4.07%
1 Month
54.18%
increased by 7.15%
Analysis last updated: Friday, October 30, 2026 at 06:42 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1994 to Oct 29, 2026Illiquid Asset
Extended Optimization
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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 225.8760 | 2.46** |
| αscore | 0.0831 | 30.48*** |
| βpersistence | 0.9988 | 2,166.55*** |
| νDF | 2.0040 |
0.999
Persistence567d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 225.8760 | 2.46** |
α score Weight on the scaled score | 0.0831 | 30.48*** |
β persistence Volatility persistence | 0.9988 | 2,166.55*** |
ν DF Student-t tail thickness | 2.0040 |
Persistence:
0.999
Half-life:
567 days
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