V-Lab
Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:3.04% (-0.04%)
Analysis last updated: Wednesday, October 4, 2023 at 04:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9299 | 6.74 | |
| 0.2433 | 9.17 | |
| 0.6893 | 23.59 | |
| 0.0435 | 1.00 | |
| 0.0595 | 0.86 | |
| -0.4034 | -5.85 |
Estimation Period:
Jan 28, 2013 to Sep 29, 2023
Jan 28, 2013 to Sep 29, 2023
News Impact Curve
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