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V-Lab

Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 24th, 2026

1 Day

14.94%

decreased by 0.30%

1 Week

15.11%

decreased by 0.13%

1 Month

15.79%

increased by 0.55%

Analysis last updated: Wednesday, June 24, 2026 at 05:39 PM UTC

Date Range:

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graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time