V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:4.36% (-0.02%)
Analysis last updated: Wednesday, October 4, 2023 at 04:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3641 | 7.73 | |
| 0.2181 | 35.44 | |
| 0.9953 | 1692.73 | |
| 14 | 5.18 |
Estimation Period:
Jan 28, 2013 to Sep 29, 2023
Jan 28, 2013 to Sep 29, 2023
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