V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 11th, 2022:7.51% (-0.20%)
Analysis last updated: Friday, December 9, 2022, 05:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2489 | 7.42 | |
| 0.2600 | 9.02 | |
| 0.6778 | 22.10 | |
| 0.0985 | 7.07 | |
| -0.1180 | -6.57 |
Estimation Period:
Jan 28, 2013 to Dec 8, 2022
Jan 28, 2013 to Dec 8, 2022
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