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 Sunday, December 22nd, 2024:10.90% (-0.80%)

Analysis last updated: Friday, December 20, 2024 at 08:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1373	31.10
$β$	0.7810	177.22
$γ$	0.0895	12.78
$λ_{1}$	0.0329	7.43
$λ_{2}$	0.5401	13.62
$λ_{3}$	0.4275	9.35

Estimation Period:
Jan 28, 2013 to Dec 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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