V-Lab
Ecuador Guayaquil Stock Exchange BVG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:3.42% (-6.94%)
Analysis last updated: Saturday, March 25, 2023, 03:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0704 | 704400.00 | |
| 0.9456 | 9455710.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 3, 1994 to Mar 24, 2023
Jan 3, 1994 to Mar 24, 2023
News Impact Curve
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