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

V-Lab

Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 8th, 2025:10.86% (-0.19%)

Analysis last updated: Wednesday, October 8, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.0000	0.01
$λ_{2}$	1.0000	1,257.85
$λ_{3}$	0.0000	0.05

Estimation Period:
Jan 28, 2013 to Oct 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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