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 Sunday, April 5th, 2026
1 Day
18.21%
decreased by 0.05%
1 Week
18.35%
increased by 0.09%
1 Month
18.92%
increased by 0.66%
Analysis last updated: Friday, April 3, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 16.41 | |
| 0.1918 | 45.58 | |
| 0.8082 | 161.92 | |
| 0.0979 | 9.02 | |
| 1.9746 | 29.73 |
Estimation Period:
Jan 28, 2013 to Apr 2, 2026
Jan 28, 2013 to Apr 2, 2026
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