V-Lab
Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:4.26% (-0.30%)
Analysis last updated: Saturday, March 25, 2023, 04:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1699 | 31.93 | |
| 0.7084 | 121.25 | |
| 0.1205 | 15.60 | |
| 0.0595 | 4.00 | |
| 0.9050 | 5.28 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 28, 2013 to Mar 24, 2023
Jan 28, 2013 to Mar 24, 2023
News Impact Curve
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