Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:10.13% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.13 | |
| 0.1521 | 20.89 | |
| 0.8093 | 255.38 | |
| 0.0772 | 5.57 |
Estimation Period:
Jan 28, 2013 to Feb 5, 2026
Jan 28, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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