V-Lab: Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:18.42% (+1.13%)

Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8474	9.92
$α$	0.1326	98.70
$β$	0.9984	6359.37
$ν$	4	59.85

Estimation Period:
Jan 28, 2013 to Nov 14, 2024

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