V-Lab
Ecuador Guayaquil Stock Exchange BVG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:8.49% (+0.32%)
Analysis last updated: Saturday, March 25, 2023, 03:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 10.22 | |
| 0.0194 | 10.06 | |
| 0.9725 | 676.79 | |
| 0.0063 | 1.95 |
Estimation Period:
Jan 3, 1994 to Mar 24, 2023
Jan 3, 1994 to Mar 24, 2023
News Impact Curve
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