V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, July 28th, 2024:14.82% (+0.95%)
Analysis last updated: Friday, July 26, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1438 | 4.56 | |
| 0.1887 | 9.80 | |
| 0.8011 | 45.56 | |
| -0.2126 | -1.49 | |
| 0.3523 | 1.86 | |
| -0.3132 | -2.97 | |
| 0.2798 | 3.81 |
Estimation Period:
Jan 28, 2013 to Jul 25, 2024
Jan 28, 2013 to Jul 25, 2024
News Impact Curve
Volatility Forecasts
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