V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.27% (-0.29%)
Analysis last updated: Saturday, March 25, 2023, 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 20.97 | |
| 0.2702 | 46.64 | |
| 0.7244 | 155.02 |
Estimation Period:
Jan 28, 2013 to Mar 24, 2023
Jan 28, 2013 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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