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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 15.94 | |
| 0.1585 | 20.94 | |
| 0.8043 | 254.59 | |
| 0.0746 | 5.29 |
Estimation Period:
Jan 28, 2013 to May 27, 2026
Jan 28, 2013 to May 27, 2026
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