V-Lab
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 Sunday, September 20th, 2026
1 Day
15.89%
decreased by 0.88%
1 Week
16.05%
decreased by 0.72%
1 Month
16.67%
decreased by 0.10%
Analysis last updated: Friday, September 18, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2013 to Sep 17, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GARCH Model
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0100 | 4.00*** |
| αARCH | 0.1935 | 12.35*** |
| βGARCH | 0.8065 | 68.07*** |
1.000
Persistence-
Half-lifeσ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0100 | 4.00*** |
α ARCH Response to squared shocks | 0.1935 | 12.35*** |
β GARCH Volatility persistence | 0.8065 | 68.07*** |
Persistence:
1.000
Half-life:
-
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