Bangladesh Dhaka Stock Exchange Broad Index APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
9.56%
increased by 0.43%
1 Week
9.83%
increased by 0.70%
1 Month
10.86%
increased by 1.73%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 16.60 | |
| 0.1950 | 46.21 | |
| 0.8050 | 162.33 | |
| 0.0997 | 9.33 | |
| 1.9737 | 30.14 |
Estimation Period:
Jan 28, 2013 to Jun 4, 2026
Jan 28, 2013 to Jun 4, 2026
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