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

V-Lab

Ecuador Guayaquil Stock Exchange BVG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 23rd, 2021:29.72% (-3.93%)

Analysis last updated: Tuesday, November 23, 2021, 05:10 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.5392	4.38
$α$	0.1264	4.15
$β$	0.7556	15.06
$γ_{1}$	0.1106	0.98
$γ_{2}$	-0.1102	-0.60
$γ_{3}$	0.0178	0.11
$γ_{4}$	-0.1812	-1.18
$γ_{5}$	0.4152	2.67
$γ_{6}$	-0.5696	-3.55
$γ_{7}$	0.5619	3.58
$γ_{8}$	-0.2917	-1.85
$γ_{9}$	0.0645	0.39
$γ_{10}$	0.0477	0.19

Estimation Period:
Jan 3, 1994 to Nov 19, 2021

News Impact Curve

Volatility Forecasts

Other Ecuador Guayaquil Stock Exchange BVG Analyses
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GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T
MF2-GARCH

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