V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:14.25% (-1.90%)
Analysis last updated: Wednesday, May 8, 2024 at 08:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7464 | 9.83 | |
| 0.1323 | 98.73 | |
| 0.9984 | 6279.34 | |
| 4 | 62.13 |
Estimation Period:
Jan 28, 2013 to May 2, 2024
Jan 28, 2013 to May 2, 2024
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses