V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, June 29th, 2025:15.23% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 15.02 | |
| 0.1547 | 20.07 | |
| 0.8047 | 242.00 | |
| 0.0813 | 5.61 |
Estimation Period:
Jan 28, 2013 to Jun 26, 2025
Jan 28, 2013 to Jun 26, 2025
News Impact Curve
Volatility Forecasts
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