V-Lab
V-Lab
Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 20th, 2025:7.87% (-0.63%)
Analysis last updated: Friday, April 18, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bangladesh Dhaka Stock Exchange Broad Index GJR-GARCH
paramt-stat
ω0.009814.48
α0.157420.19
β0.8018236.79
γ0.08175.57
Estimation Period:
Jan 28, 2013 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts