Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.96% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 15.20 | |
| 0.1524 | 20.99 | |
| 0.8095 | 256.35 | |
| 0.0762 | 5.51 |
Estimation Period:
Jan 28, 2013 to Feb 12, 2026
Jan 28, 2013 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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