V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 18th, 2025:14.34% (+3.65%)
Analysis last updated: Wednesday, June 18, 2025 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index AGARCH
paramt-stat
ω0.008811.91
α0.216449.71
β0.7949244.60
γ0.06587.23
Estimation Period:
Jan 28, 2013 to Jun 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts