V-Lab: Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, July 13th, 2025:13.68% (-0.66%)

Analysis last updated: Friday, July 11, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5676	5.44
$α$	0.1960	9.21
$β$	0.7697	40.44
$γ_{1}$	0.2786	0.59
$γ_{2}$	-0.7179	-0.94
$γ_{3}$	0.9858	1.92
$γ_{4}$	-0.7504	-1.63
$γ_{5}$	0.0253	0.05
$γ_{6}$	0.7144	1.32
$γ_{7}$	-1.6731	-3.05
$γ_{8}$	2.4558	5.75
$γ_{9}$	-1.8598	-5.86

Estimation Period:
Jan 28, 2013 to Jul 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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