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 Friday, June 27th, 2025:13.47% (-0.88%)

Analysis last updated: Saturday, June 28, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6511	4.48
$α$	0.1391	5.75
$β$	0.7202	17.07
$γ_{1}$	0.0100	0.13
$γ_{2}$	0.0672	0.54
$γ_{3}$	-0.1762	-1.86
$γ_{4}$	0.1827	2.18
$γ_{5}$	-0.2185	-2.71
$γ_{6}$	0.2836	3.53
$γ_{7}$	-0.1909	-2.36
$γ_{8}$	0.0409	0.44
$γ_{9}$	0.0403	0.36

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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