V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:11.52% (+0.45%)
Analysis last updated: Friday, July 4, 2025 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index AGARCH
paramt-stat
ω0.008711.92
α0.213849.61
β0.7974247.64
γ0.06517.12
Estimation Period:
Jan 28, 2013 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts