V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, September 14th, 2025:15.69% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8264 | 9.82 | |
| 0.1314 | 99.46 | |
| 0.9984 | 6,124.90 | |
| 4.4511 | 56.58 |
Estimation Period:
Jan 28, 2013 to Sep 11, 2025
Jan 28, 2013 to Sep 11, 2025
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