Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:12.17% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.10 | |
| 0.1532 | 20.79 | |
| 0.8085 | 253.27 | |
| 0.0768 | 5.51 |
Estimation Period:
Jan 28, 2013 to Jan 15, 2026
Jan 28, 2013 to Jan 15, 2026
News Impact Curve
Volatility Forecasts
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