V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, July 28th, 2024:16.13% (+0.83%)
Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 11.36 | |
| 0.2117 | 48.35 | |
| 0.7993 | 242.95 | |
| 0.0569 | 6.02 |
Estimation Period:
Jan 28, 2013 to Jul 25, 2024
Jan 28, 2013 to Jul 25, 2024
News Impact Curve
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