V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, January 12th, 2025:5.68% (-0.47%)
Analysis last updated: Friday, January 10, 2025 at 08:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1775 | 4.06 | |
| 0.1980 | 11.40 | |
| 0.7971 | 50.94 | |
| -0.0380 | -2.07 |
Estimation Period:
Jan 28, 2013 to Jan 9, 2025
Jan 28, 2013 to Jan 9, 2025
News Impact Curve
Volatility Forecasts
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses