Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:14.15% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0284 | -3.92 | |
| 0.3199 | 31.32 | |
| 0.9306 | 136.88 | |
| -0.0462 | -4.30 |
Estimation Period:
Jan 28, 2013 to Oct 23, 2025
Jan 28, 2013 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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