V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.22% (-0.34%)
Analysis last updated: Saturday, March 25, 2023, 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6369 | 6.60 | |
| 0.2370 | 26.02 | |
| 0.9869 | 495.17 | |
| 16 | 3.82 |
Estimation Period:
Jan 28, 2013 to Mar 24, 2023
Jan 28, 2013 to Mar 24, 2023
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