V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, November 27th, 2022:7.86% (-0.86%)
Analysis last updated: Saturday, November 26, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 21.06 | |
| 0.2639 | 42.43 | |
| 0.7137 | 136.31 | |
| 0.0769 | 10.52 |
Estimation Period:
Jan 28, 2013 to Nov 25, 2022
Jan 28, 2013 to Nov 25, 2022
News Impact Curve
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