V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, December 22nd, 2024:10.64% (-0.95%)
Analysis last updated: Friday, December 20, 2024 at 08:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8201 | 9.87 | |
| 0.1329 | 99.57 | |
| 0.9984 | 6240.01 | |
| 4 | 59.30 |
Estimation Period:
Jan 28, 2013 to Dec 19, 2024
Jan 28, 2013 to Dec 19, 2024
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