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, June 29th, 2025:15.34% (+1.13%)

Analysis last updated: Friday, June 27, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1355	32.82
$β$	0.7937	190.07
$γ$	0.0857	13.63
$λ_{1}$	0.0458	7.63
$λ_{2}$	0.5979	11.67
$λ_{3}$	0.3593	6.09

Estimation Period:
Jan 28, 2013 to Jun 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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