V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:6.43% (+0.31%)
Analysis last updated: Wednesday, March 22, 2023, 01:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3178 | 6.25 | |
| 0.2653 | 10.03 | |
| 0.6926 | 28.02 | |
| 0.0733 | 5.10 | |
| -0.0839 | -4.58 |
Estimation Period:
Jan 28, 2013 to Mar 17, 2023
Jan 28, 2013 to Mar 17, 2023
News Impact Curve
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