Bangladesh Dhaka Stock Exchange Broad Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:16.97% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0283 | -3.93 | |
| 0.3199 | 31.40 | |
| 0.9307 | 137.79 | |
| -0.0469 | -4.37 |
Estimation Period:
Jan 28, 2013 to Nov 20, 2025
Jan 28, 2013 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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