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V-Lab

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

Date Range:

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graph of Bangladesh Dhaka Stock Exchange Broad Index AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time