V-Lab
V-Lab
Ecuador Guayaquil Stock Exchange BVG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 18th, 2025:8.86% (-0.11%)
Analysis last updated: Saturday, April 19, 2025 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ecuador Guayaquil Stock Exchange BVG GJR-GARCH
paramt-stat
ω0.033015.57
α0.069312.17
β0.8723158.22
γ0.02402.47
Estimation Period:
Jan 3, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts