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 Tuesday, March 18th, 2025:5.72% (+0.24%)

Analysis last updated: Tuesday, March 18, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1362	31.94
$β$	0.7854	185.11
$γ$	0.0893	13.10
$λ_{1}$	0.0346	7.72
$λ_{2}$	0.5430	13.45
$λ_{3}$	0.4176	8.89

Estimation Period:
Jan 28, 2013 to Mar 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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