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

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V-Lab

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

Volatility Prediction for Friday, December 20th, 2024:9.51% (-0.68%)

Analysis last updated: Friday, December 20, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6541	4.49
$α$	0.1272	5.33
$β$	0.7383	16.52
$γ_{1}$	0.0494	0.50
$γ_{2}$	-0.0155	-0.10
$γ_{3}$	-0.0355	-0.28
$γ_{4}$	-0.0708	-0.62
$γ_{5}$	0.1669	1.39
$γ_{6}$	-0.2706	-2.14
$γ_{7}$	0.3944	3.07
$γ_{8}$	-0.3089	-2.56
$γ_{9}$	0.1165	1.01
$γ_{10}$	-0.0443	-0.55

Estimation Period:
Jan 3, 1994 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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