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V-Lab

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 Sunday, May 17th, 2026

1 Day

21.95%

increased by 9.62%

1 Week

25.93%

increased by 13.60%

1 Month

47.13%

increased by 34.80%

Analysis last updated: Friday, May 15, 2026 at 05:42 PM UTC

Date Range:

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graph of Bangladesh Dhaka Stock Exchange Broad Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time