Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:7.41% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 15.09 | |
| 0.1538 | 20.73 | |
| 0.8070 | 250.17 | |
| 0.0784 | 5.59 |
Estimation Period:
Jan 28, 2013 to Dec 30, 2025
Jan 28, 2013 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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