Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 1st, 2026:10.41% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.14 | |
| 0.1522 | 20.84 | |
| 0.8092 | 255.20 | |
| 0.0771 | 5.56 |
Estimation Period:
Jan 28, 2013 to Jan 29, 2026
Jan 28, 2013 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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