V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, August 24th, 2025:9.72% (-0.95%)
Analysis last updated: Friday, August 22, 2025 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.009915.02
α0.155020.56
β0.8058245.60
γ0.07845.49
Estimation Period:
Jan 28, 2013 to Aug 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts