V-Lab
Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:13.57% (+3.16%)
Analysis last updated: Friday, April 19, 2024 at 06:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0311 | -3.89 | |
| 0.3220 | 30.45 | |
| 0.9290 | 126.67 | |
| -0.0471 | -4.04 |
Estimation Period:
Jan 28, 2013 to Apr 18, 2024
Jan 28, 2013 to Apr 18, 2024
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