V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:6.73% (+2.18%)
Analysis last updated: Wednesday, October 4, 2023 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 17.49 | |
| 0.2609 | 53.41 | |
| 0.7538 | 216.18 | |
| 0.0605 | 10.03 |
Estimation Period:
Jan 28, 2013 to Sep 29, 2023
Jan 28, 2013 to Sep 29, 2023
News Impact Curve
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