Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:8.01% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7870 | 9.75 | |
| 0.1327 | 99.09 | |
| 0.9983 | 5,942.42 | |
| 4.5763 | 53.50 |
Estimation Period:
Jan 28, 2013 to Dec 30, 2025
Jan 28, 2013 to Dec 30, 2025
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