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 Wednesday, November 20th, 2024:14.84% (+1.46%)

Analysis last updated: Thursday, November 21, 2024 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1379	31.13
$β$	0.7816	177.84
$γ$	0.0884	12.64
$λ_{1}$	0.0337	7.53
$λ_{2}$	0.5517	13.75
$λ_{3}$	0.4172	9.06

Estimation Period:
Jan 28, 2013 to Nov 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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