V-Lab: Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis

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V-Lab

Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Sunday, April 21st, 2024:12.08% (+2.53%)

Analysis last updated: Friday, April 19, 2024 at 06:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7455	9.83
$α$	0.1321	98.94
$β$	0.9984	6279.36
$ν$	4	63.63

Estimation Period:
Jan 28, 2013 to Apr 18, 2024

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