V-Lab
Ecuador Guayaquil Stock Exchange BVG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:8.40% (-0.05%)
Parameter 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
News Impact Curve
Volatility Forecasts
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