V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:12.03% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7749 | 9.73 | |
| 0.1342 | 99.50 | |
| 0.9983 | 5,978.10 | |
| 4.4744 | 55.70 |
Estimation Period:
Jan 28, 2013 to May 1, 2025
Jan 28, 2013 to May 1, 2025
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