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 Sunday, July 13th, 2025:13.08% (-0.57%)

Analysis last updated: Friday, July 11, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1579	35.62
$β$	0.7956	265.55
$γ$	0.0928	15.65
$λ_{1}$	7.7864	0.91
$λ_{2}$	0.5362	0.88
$λ_{3}$	0.4466	0.70

Estimation Period:
Jan 28, 2013 to Jul 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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