V-Lab
Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, November 27th, 2022:8.20% (-1.37%)
Analysis last updated: Saturday, November 26, 2022, 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0315 | -11.20 | |
| 0.4257 | 47.07 | |
| 0.9380 | 330.28 | |
| -0.0535 | -7.74 |
Estimation Period:
Jan 28, 2013 to Nov 25, 2022
Jan 28, 2013 to Nov 25, 2022
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