V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 3rd, 2024:9.25% (-0.75%)
Analysis last updated: Tuesday, December 3, 2024 at 07:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2099 | 4.64 | |
| 0.1957 | 10.09 | |
| 0.7951 | 46.23 | |
| -0.1870 | -1.28 | |
| 0.3106 | 1.61 | |
| -0.2876 | -2.79 | |
| 0.2673 | 3.72 |
Estimation Period:
Jan 28, 2013 to Nov 28, 2024
Jan 28, 2013 to Nov 28, 2024
News Impact Curve
Volatility Forecasts
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses