V-Lab
Ecuador Guayaquil Stock Exchange BVG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:12.95% (-1.45%)
Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6541 | 4.49 | |
| 0.1272 | 5.33 | |
| 0.7383 | 16.52 | |
| 0.0494 | 0.50 | |
| -0.0155 | -0.10 | |
| -0.0355 | -0.28 | |
| -0.0708 | -0.62 | |
| 0.1669 | 1.39 | |
| -0.2706 | -2.14 | |
| 0.3944 | 3.07 | |
| -0.3089 | -2.56 | |
| 0.1165 | 1.01 | |
| -0.0443 | -0.55 |
Estimation Period:
Jan 3, 1994 to Sep 29, 2023
Jan 3, 1994 to Sep 29, 2023
News Impact Curve
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