Skip to main content
V-Lab

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 Monday, June 1st, 2026

1 Day

7.31%

decreased by 0.64%

1 Week

7.65%

decreased by 0.30%

1 Month

8.91%

increased by 0.96%

Analysis last updated: Thursday, May 28, 2026 at 06:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time