Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:23.08% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5866 | 5.22 | |
| 0.1863 | 10.17 | |
| 0.7947 | 46.75 | |
| -0.0255 | -0.31 | |
| 0.1054 | 0.85 | |
| -0.2590 | -2.93 | |
| 0.6193 | 5.66 |
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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