Bangladesh Dhaka Stock Exchange Broad Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
6.65%
decreased by 0.79%
1 Week
6.82%
decreased by 0.62%
1 Month
7.45%
increased by 0.01%
Analysis last updated: Thursday, May 28, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8851 | 9.83 | |
| 0.1314 | 102.21 | |
| 0.9983 | 6,087.48 | |
| 4.4688 | 57.43 |
Estimation Period:
Jan 28, 2013 to May 27, 2026
Jan 28, 2013 to May 27, 2026
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