V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:15.30% (+1.18%)
Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 14.69 | |
| 0.1582 | 19.87 | |
| 0.8012 | 232.91 | |
| 0.0812 | 5.43 |
Estimation Period:
Jan 28, 2013 to Nov 14, 2024
Jan 28, 2013 to Nov 14, 2024
News Impact Curve
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