V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 8th, 2025:10.43% (+1.59%)
Analysis last updated: Wednesday, October 8, 2025 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.009814.98
α0.154620.74
β0.8076249.79
γ0.07555.34
Estimation Period:
Jan 28, 2013 to Oct 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts