V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:7.16% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2917 | 4.84 | |
| 0.1916 | 10.08 | |
| 0.7975 | 47.37 | |
| -0.1379 | -1.12 | |
| 0.2462 | 1.46 | |
| -0.2689 | -2.73 | |
| 0.2652 | 3.81 |
Estimation Period:
Jan 28, 2013 to Apr 10, 2025
Jan 28, 2013 to Apr 10, 2025
News Impact Curve
Volatility Forecasts
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