Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:20.57% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5360 | 5.38 | |
| 0.1933 | 9.33 | |
| 0.7743 | 41.39 | |
| 0.0062 | 0.02 | |
| -0.1535 | -0.31 | |
| 0.5465 | 1.41 | |
| -0.8347 | -2.53 | |
| 0.9213 | 2.33 | |
| -1.3301 | -3.19 | |
| 1.9056 | 5.40 | |
| -1.5516 | -6.36 |
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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