Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, May 17th, 2026
1 Day
21.95%
increased by 9.62%
1 Week
25.93%
increased by 13.60%
1 Month
47.13%
increased by 34.80%
Analysis last updated: Friday, May 15, 2026 at 05:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 28, 2013 to May 14, 2026
Jan 28, 2013 to May 14, 2026
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