V-Lab: Ecuador Guayaquil Stock Exchange BVG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Ecuador Guayaquil Stock Exchange BVG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 11th, 2025:8.78% (-0.01%)

Analysis last updated: Saturday, April 12, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6926	4.61
$α$	0.1374	5.69
$β$	0.7220	17.07
$γ_{1}$	0.0260	0.34
$γ_{2}$	0.0389	0.32
$γ_{3}$	-0.1540	-1.64
$γ_{4}$	0.1657	1.98
$γ_{5}$	-0.2066	-2.56
$γ_{6}$	0.2774	3.47
$γ_{7}$	-0.1946	-2.48
$γ_{8}$	0.0649	0.76
$γ_{9}$	-0.0368	-0.55

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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