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 Wednesday, April 29th, 2026
1 Day
8.82%
decreased by 0.77%
1 Week
9.10%
decreased by 0.49%
1 Month
10.16%
increased by 0.57%
Analysis last updated: Wednesday, April 29, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 15.74 | |
| 0.1567 | 20.81 | |
| 0.8067 | 256.02 | |
| 0.0732 | 5.20 |
Estimation Period:
Jan 28, 2013 to Apr 23, 2026
Jan 28, 2013 to Apr 23, 2026
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
Other GJR-GARCH Analyses on Equity Indices