Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:17.58% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.07 | |
| 0.1531 | 20.68 | |
| 0.8079 | 251.22 | |
| 0.0781 | 5.57 |
Estimation Period:
Jan 28, 2013 to Nov 27, 2025
Jan 28, 2013 to Nov 27, 2025
News Impact Curve
Volatility Forecasts
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