Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 24th, 2026:29.89% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 15.44 | |
| 0.1554 | 20.61 | |
| 0.8091 | 255.82 | |
| 0.0710 | 5.06 |
Estimation Period:
Jan 28, 2013 to Mar 16, 2026
Jan 28, 2013 to Mar 16, 2026
News Impact Curve
Volatility Forecasts
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