V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 22nd, 2024:9.92% (-0.87%)
Analysis last updated: Friday, December 20, 2024 at 08:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 14.78 | |
| 0.1581 | 19.92 | |
| 0.8006 | 233.75 | |
| 0.0826 | 5.53 |
Estimation Period:
Jan 28, 2013 to Dec 19, 2024
Jan 28, 2013 to Dec 19, 2024
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