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 Sunday, May 3rd, 2026
1 Day
8.64%
increased by 0.54%
1 Week
8.94%
increased by 0.84%
1 Month
10.02%
increased by 1.92%
Analysis last updated: Friday, May 1, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 15.84 | |
| 0.1576 | 20.84 | |
| 0.8054 | 255.37 | |
| 0.0740 | 5.24 |
Estimation Period:
Jan 28, 2013 to Apr 30, 2026
Jan 28, 2013 to Apr 30, 2026
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