V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:4.05% (+0.60%)
Analysis last updated: Tuesday, December 5, 2023 at 02:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 22.13 | |
| 0.1755 | 23.28 | |
| 0.7794 | 223.39 | |
| 0.0902 | 6.55 |
Estimation Period:
Jan 28, 2013 to Nov 24, 2023
Jan 28, 2013 to Nov 24, 2023
News Impact Curve
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