V-Lab: Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis

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V-Lab

Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 19th, 2024:9.80% (-0.68%)

Analysis last updated: Thursday, September 19, 2024 at 07:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1391	31.49
$β$	0.7841	178.85
$γ$	0.0828	11.89
$λ_{1}$	0.0332	7.66
$λ_{2}$	0.5521	13.73
$λ_{3}$	0.4156	9.04

Estimation Period:
Jan 28, 2013 to Sep 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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