V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, June 1st, 2025:13.67% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8359 | 9.78 | |
| 0.1334 | 100.01 | |
| 0.9984 | 6,050.62 | |
| 4.4017 | 58.04 |
Estimation Period:
Jan 28, 2013 to May 29, 2025
Jan 28, 2013 to May 29, 2025
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