V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:14.44% (+0.74%)
Analysis last updated: Thursday, November 21, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1878 | 4.61 | |
| 0.1957 | 10.13 | |
| 0.7957 | 46.15 | |
| -0.1984 | -1.29 | |
| 0.3242 | 1.62 | |
| -0.2906 | -2.78 | |
| 0.2685 | 3.70 |
Estimation Period:
Jan 28, 2013 to Nov 14, 2024
Jan 28, 2013 to Nov 14, 2024
News Impact Curve
Volatility Forecasts
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