Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, November 2nd, 2025:11.33% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.04 | |
| 0.1545 | 20.74 | |
| 0.8074 | 249.95 | |
| 0.0763 | 5.42 |
Estimation Period:
Jan 28, 2013 to Oct 30, 2025
Jan 28, 2013 to Oct 30, 2025
News Impact Curve
Volatility Forecasts
Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
Other GJR-GARCH Analyses on Equity Indices