Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:15.19% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8060 | 9.80 | |
| 0.1317 | 99.17 | |
| 0.9983 | 6,050.58 | |
| 4.5002 | 55.00 |
Estimation Period:
Jan 28, 2013 to Oct 9, 2025
Jan 28, 2013 to Oct 9, 2025
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