V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:25.18% (+0.51%)
Analysis last updated: Tuesday, November 12, 2024 at 08:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8584 | 9.95 | |
| 0.1324 | 98.72 | |
| 0.9984 | 6400.20 | |
| 4 | 60.14 |
Estimation Period:
Jan 28, 2013 to Nov 7, 2024
Jan 28, 2013 to Nov 7, 2024
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