Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 7th, 2026
1 Day
20.55%
decreased by 2.21%
1 Week
20.68%
decreased by 2.08%
1 Month
21.16%
decreased by 1.60%
Analysis last updated: Tuesday, April 7, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 15.65 | |
| 0.1567 | 20.77 | |
| 0.8075 | 256.34 | |
| 0.0716 | 5.10 |
Estimation Period:
Jan 28, 2013 to Apr 2, 2026
Jan 28, 2013 to Apr 2, 2026
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