V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, June 1st, 2025:13.97% (-1.13%)
Analysis last updated: Friday, May 30, 2025 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.010014.94
α0.154920.07
β0.8038241.15
γ0.08275.68
Estimation Period:
Jan 28, 2013 to May 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts