V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:4.47% (-0.04%)
Analysis last updated: Wednesday, October 4, 2023 at 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 22.21 | |
| 0.2477 | 50.03 | |
| 0.7523 | 200.03 |
Estimation Period:
Jan 28, 2013 to Sep 29, 2023
Jan 28, 2013 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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