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, April 19th, 2026
1 Day
16.34%
decreased by 1.84%
1 Week
16.69%
decreased by 1.49%
1 Month
18.18%
decreased by 0.00%
Analysis last updated: Friday, April 17, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 12.04 | |
| 0.2124 | 51.56 | |
| 0.8006 | 263.79 | |
| 0.0608 | 6.81 |
Estimation Period:
Jan 28, 2013 to Apr 16, 2026
Jan 28, 2013 to Apr 16, 2026
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