V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, July 28th, 2024:12.52% (+2.19%)
Analysis last updated: Friday, July 26, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7203 | 9.89 | |
| 0.1296 | 98.28 | |
| 0.9984 | 6359.43 | |
| 4 | 62.97 |
Estimation Period:
Jan 28, 2013 to Jul 25, 2024
Jan 28, 2013 to Jul 25, 2024
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