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 Monday, July 7th, 2025:11.04% (-0.18%)

Analysis last updated: Friday, July 4, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5700	5.43
$α$	0.1968	9.20
$β$	0.7687	40.15
$γ_{1}$	0.2785	0.59
$γ_{2}$	-0.7177	-0.94
$γ_{3}$	0.9863	1.92
$γ_{4}$	-0.7519	-1.64
$γ_{5}$	0.0266	0.06
$γ_{6}$	0.7134	1.32
$γ_{7}$	-1.6692	-3.05
$γ_{8}$	2.4408	5.71
$γ_{9}$	-1.8466	-5.72

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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