V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:15.59% (-1.77%)
Analysis last updated: Thursday, May 2, 2024 at 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8431 | 5.86 | |
| 0.1944 | 8.24 | |
| 0.7523 | 35.19 | |
| 0.4817 | 1.27 | |
| -0.9327 | -1.51 | |
| 1.0338 | 2.37 | |
| -0.8550 | -2.12 | |
| 0.1629 | 0.39 | |
| 0.6241 | 1.34 | |
| -1.8572 | -3.73 | |
| 3.8395 | 4.43 |
Estimation Period:
Jan 28, 2013 to Apr 30, 2024
Jan 28, 2013 to Apr 30, 2024
News Impact Curve
Volatility Forecasts
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses