V-Lab
Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 17th, 2025:10.39% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0290 | -3.88 | |
| 0.3212 | 30.94 | |
| 0.9303 | 135.69 | |
| -0.0479 | -4.30 |
Estimation Period:
Jan 28, 2013 to Jul 10, 2025
Jan 28, 2013 to Jul 10, 2025
News Impact Curve
Volatility Forecasts
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