Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.97% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.03 | |
| 0.1544 | 20.74 | |
| 0.8076 | 250.66 | |
| 0.0761 | 5.40 |
Estimation Period:
Jan 28, 2013 to Nov 6, 2025
Jan 28, 2013 to Nov 6, 2025
News Impact Curve
Volatility Forecasts
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