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V-Lab

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 Sunday, May 3rd, 2026

1 Day

8.64%

increased by 0.54%

1 Week

8.94%

increased by 0.84%

1 Month

10.02%

increased by 1.92%

Analysis last updated: Friday, May 1, 2026 at 06:20 PM UTC

Date Range:

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graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time