Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:12.99% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.05 | |
| 0.1541 | 20.72 | |
| 0.8076 | 250.28 | |
| 0.0765 | 5.43 |
Estimation Period:
Jan 28, 2013 to Oct 23, 2025
Jan 28, 2013 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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