V-Lab
Ecuador Guayaquil Stock Exchange BVG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 28th, 2026
1 Day
10,426,034.28%
decreased by 1,214,833.37%
1 Week
10,415,327.40%
decreased by 1,225,540.25%
1 Month
10,372,676.61%
decreased by 1,268,191.04%
Analysis last updated: Wednesday, September 2, 2026 at 04:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1994 to Aug 27, 2026Illiquid Asset
Extended Optimization
Convergence Warning
+1
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6041 | 8.75*** |
α ARCH Response to squared shocks | 0.0787 | 334.98*** |
β GARCH Volatility persistence | 0.9990 | 7,399.79*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
674 days
Other Ecuador Guayaquil Stock Exchange BVG Analyses
Other GAS-GARCH Student T Analyses on Equity Indices