V-Lab: Ecuador Guayaquil Stock Exchange BVG MF2-GARCH Volatility Analysis

V-Lab

Ecuador Guayaquil Stock Exchange BVG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 2nd, 2025:8.67% (-0.02%)

Analysis last updated: Friday, May 2, 2025 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0847	14.61
$β$	0.7906	74.47
$γ$	0.0471	4.03
$λ_{1}$	0.0004	0.92
$λ_{2}$	0.0041	1.95
$λ_{3}$	0.9952	367.37

Estimation Period:
Jan 3, 1994 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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