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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 16.20 | |
| 0.1591 | 21.15 | |
| 0.8047 | 257.01 | |
| 0.0725 | 5.17 |
Estimation Period:
Jan 28, 2013 to Jun 18, 2026
Jan 28, 2013 to Jun 18, 2026
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