V-Lab: Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2022:8.34% (-0.51%)

Analysis last updated: Thursday, June 30, 2022, 04:56 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

All

Parameter Estimates

	param	t-stat
$ω$	2.3226	7.22
$α$	0.2623	8.93
$β$	0.6779	21.58
$γ_{1}$	0.1117	7.25
$γ_{2}$	-0.1337	-6.75

Estimation Period:
Jan 28, 2013 to Jun 23, 2022

News Impact Curve

Volatility Forecasts

Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
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