Bangladesh Dhaka Stock Exchange Broad Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, October 19th, 2025:15.80% (-1.79%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0086 | 11.92 | |
0.2112 | 50.49 | |
0.8002 | 255.43 | |
0.0623 | 6.89 |
Estimation Period:
Jan 28, 2013 to Oct 16, 2025
Jan 28, 2013 to Oct 16, 2025
News Impact Curve
Volatility Forecasts
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