Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:12.90% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7870 | 9.83 | |
| 0.1299 | 98.93 | |
| 0.9983 | 6,050.59 | |
| 4.5528 | 54.28 |
Estimation Period:
Jan 28, 2013 to Feb 12, 2026
Jan 28, 2013 to Feb 12, 2026
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