V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:20.19% (-0.41%)
Analysis last updated: Tuesday, November 12, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 14.63 | |
| 0.1580 | 19.85 | |
| 0.8017 | 233.67 | |
| 0.0806 | 5.39 |
Estimation Period:
Jan 28, 2013 to Nov 7, 2024
Jan 28, 2013 to Nov 7, 2024
News Impact Curve
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