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 Thursday, April 16th, 2026
1 Day
22.99%
increased by 6.78%
1 Week
41.91%
increased by 25.70%
1 Month
123.28%
increased by 107.07%
Analysis last updated: Thursday, April 16, 2026 at 05:45 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 | 0.00 | |
| 1.0000 | 506.58 | |
| 0.0000 | 0.03 |
Estimation Period:
Jan 28, 2013 to Apr 13, 2026
Jan 28, 2013 to Apr 13, 2026
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