V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:24.93% (+16.64%)
Analysis last updated: Thursday, May 8, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.009814.49
α0.157220.21
β0.8020237.50
γ0.08155.57
Estimation Period:
Jan 28, 2013 to May 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts