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 Thursday, July 10th, 2025:13.18% (+0.62%)

Analysis last updated: Thursday, July 10, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1347	28.84
$β$	0.7968	182.62
$γ$	0.0880	14.12
$λ_{1}$	0.0764	0.96
$λ_{2}$	0.7749	1.00
$λ_{3}$	0.1510	0.18

Estimation Period:
Jan 28, 2013 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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