V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, June 29th, 2025:17.12% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8512 | 9.79 | |
| 0.1333 | 99.79 | |
| 0.9983 | 6,050.58 | |
| 4.4190 | 57.30 |
Estimation Period:
Jan 28, 2013 to Jun 26, 2025
Jan 28, 2013 to Jun 26, 2025
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