V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:13.78% (-1.45%)
Analysis last updated: Monday, June 30, 2025 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.010015.02
α0.154720.07
β0.8047242.00
γ0.08135.61
Estimation Period:
Jan 28, 2013 to Jun 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts