V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:5.28% (-0.28%)
Analysis last updated: Saturday, March 25, 2023, 04:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 20.14 | |
| 0.2020 | 22.02 | |
| 0.7349 | 155.51 | |
| 0.1134 | 6.52 |
Estimation Period:
Jan 28, 2013 to Mar 24, 2023
Jan 28, 2013 to Mar 24, 2023
News Impact Curve
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