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

V-Lab

| |

V-Lab

Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:18.53% (-0.29%)

Analysis last updated: Tuesday, November 12, 2024 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1381	31.28
$β$	0.7823	178.92
$γ$	0.0877	12.61
$λ_{1}$	0.0341	7.58
$λ_{2}$	0.5557	13.77
$λ_{3}$	0.4135	8.94

Estimation Period:
Jan 28, 2013 to Nov 7, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T