Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.76% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 15.38 | |
| 0.1552 | 20.49 | |
| 0.8092 | 255.50 | |
| 0.0713 | 5.04 |
Estimation Period:
Jan 28, 2013 to Feb 19, 2026
Jan 28, 2013 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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