Bangladesh Dhaka Stock Exchange Broad Index GARCH Volatility Analysis
Volatility Prediction for Sunday, October 19th, 2025:14.82% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 15.02 | |
| 0.1934 | 47.59 | |
| 0.8066 | 259.27 |
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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