Ecuador Guayaquil Stock Exchange BVG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
9.50%
decreased by 0.19%
1 Week
9.91%
increased by 0.22%
1 Month
11.03%
increased by 1.34%
Analysis last updated: Saturday, May 23, 2026 at 01:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 15.57 | |
| 0.0693 | 12.17 | |
| 0.8723 | 158.22 | |
| 0.0240 | 2.47 |
Estimation Period:
Jan 3, 1994 to Apr 4, 2025
Jan 3, 1994 to Apr 4, 2025
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