V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 22nd, 2024:9.77% (-0.94%)
Analysis last updated: Friday, December 20, 2024 at 08:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2108 | 4.66 | |
| 0.1949 | 10.13 | |
| 0.7960 | 46.90 | |
| -0.1837 | -1.26 | |
| 0.3052 | 1.59 | |
| -0.2845 | -2.76 | |
| 0.2663 | 3.69 |
Estimation Period:
Jan 28, 2013 to Dec 19, 2024
Jan 28, 2013 to Dec 19, 2024
News Impact Curve
Volatility Forecasts
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