V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:8.28% (+2.60%)
Analysis last updated: Wednesday, March 22, 2023, 01:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.87 | |
| 0.2641 | 45.42 | |
| 0.7255 | 155.10 | |
| 0.0693 | 10.16 |
Estimation Period:
Jan 28, 2013 to Mar 17, 2023
Jan 28, 2013 to Mar 17, 2023
News Impact Curve
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