V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, March 23rd, 2025:3.75% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2747 | 4.81 | |
| 0.1918 | 10.10 | |
| 0.7976 | 47.42 | |
| -0.1453 | -1.15 | |
| 0.2553 | 1.48 | |
| -0.2691 | -2.70 | |
| 0.2620 | 3.70 |
Estimation Period:
Jan 28, 2013 to Mar 20, 2025
Jan 28, 2013 to Mar 20, 2025
News Impact Curve
Volatility Forecasts
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