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, August 9th, 2026
1 Day
8.21%
increased by 0.39%
1 Week
8.51%
increased by 0.69%
1 Month
9.63%
increased by 1.81%
Analysis last updated: Friday, August 7, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2013 to Aug 6, 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0101 | 15.90*** |
α ARCH Response to squared shocks | 0.1954 | 49.23*** |
β GARCH Volatility persistence | 0.8046 | 267.83*** |
Persistence:
1.000
Half-life:
-
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
Other GARCH Analyses on Equity Indices