V-Lab: Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, April 21st, 2024:12.59% (+3.28%)

Analysis last updated: Friday, April 19, 2024 at 06:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6980	5.48
$α$	0.2009	8.48
$β$	0.7602	36.61
$γ_{1}$	0.1219	0.42
$γ_{2}$	-0.3234	-0.66
$γ_{3}$	0.6541	1.73
$γ_{4}$	-0.9317	-2.86
$γ_{5}$	0.9865	2.59
$γ_{6}$	-1.2505	-3.22
$γ_{7}$	1.2051	4.46

Estimation Period:
Jan 28, 2013 to Apr 18, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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