V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, July 28th, 2024:18.89% (+0.56%)
Analysis last updated: Friday, July 26, 2024 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7699 | 5.83 | |
| 0.1931 | 8.34 | |
| 0.7541 | 35.55 | |
| 0.1528 | 0.63 | |
| -0.2994 | -0.72 | |
| 0.5443 | 1.65 | |
| -0.8536 | -3.02 | |
| 1.0144 | 3.06 | |
| -1.6274 | -4.74 | |
| 3.2347 | 8.08 |
Estimation Period:
Jan 28, 2013 to Jul 25, 2024
Jan 28, 2013 to Jul 25, 2024
News Impact Curve
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