Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 7th, 2026
1 Day
11.10%
increased by 2.58%
1 Week
11.46%
increased by 2.94%
1 Month
12.91%
increased by 4.39%
Analysis last updated: Friday, June 5, 2026 at 05:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 12.47 | |
| 0.2154 | 51.99 | |
| 0.7973 | 261.58 | |
| 0.0600 | 6.88 |
Estimation Period:
Jan 28, 2013 to Jun 4, 2026
Jan 28, 2013 to Jun 4, 2026
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