V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, April 20th, 2025:6.82% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7627 | 9.76 | |
| 0.1336 | 99.81 | |
| 0.9984 | 6,087.63 | |
| 4.4433 | 57.21 |
Estimation Period:
Jan 28, 2013 to Apr 17, 2025
Jan 28, 2013 to Apr 17, 2025
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