Bangladesh Dhaka Stock Exchange Broad Index GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
12.59%
decreased by 0.81%
1 Week
12.78%
decreased by 0.62%
1 Month
13.53%
increased by 0.13%
Analysis last updated: Wednesday, April 22, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.49 | |
| 0.1925 | 48.25 | |
| 0.8075 | 267.67 |
Estimation Period:
Jan 28, 2013 to Apr 16, 2026
Jan 28, 2013 to Apr 16, 2026
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