Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, November 23rd, 2025:18.55% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.08 | |
| 0.1534 | 20.67 | |
| 0.8078 | 250.95 | |
| 0.0776 | 5.54 |
Estimation Period:
Jan 28, 2013 to Nov 20, 2025
Jan 28, 2013 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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