V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, July 13th, 2025:14.04% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8363 | 9.79 | |
| 0.1325 | 99.88 | |
| 0.9984 | 6,050.61 | |
| 4.4060 | 57.95 |
Estimation Period:
Jan 28, 2013 to Jul 10, 2025
Jan 28, 2013 to Jul 10, 2025
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