V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:8.19% (+3.28%)
Analysis last updated: Tuesday, January 21, 2025 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2461 | 4.72 | |
| 0.1943 | 10.09 | |
| 0.7957 | 46.90 | |
| -0.1649 | -1.22 | |
| 0.2822 | 1.56 | |
| -0.2794 | -2.76 | |
| 0.2655 | 3.73 |
Estimation Period:
Jan 28, 2013 to Jan 16, 2025
Jan 28, 2013 to Jan 16, 2025
News Impact Curve
Volatility Forecasts
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