V-Lab
Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, September 24th, 2023:2.47% (-0.22%)
Analysis last updated: Friday, September 22, 2023 at 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0247 | -11.25 | |
| 0.4112 | 51.78 | |
| 0.9593 | 558.07 | |
| -0.0498 | -8.13 |
Estimation Period:
Jan 28, 2013 to Sep 21, 2023
Jan 28, 2013 to Sep 21, 2023
News Impact Curve
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