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

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

Volatility Prediction for Sunday, November 23rd, 2025:18.08% (-1.46%)

Analysis last updated: Friday, November 21, 2025 at 08:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5904	5.43
$α$	0.1960	9.48
$β$	0.7700	41.09
$γ_{1}$	0.0765	0.25
$γ_{2}$	-0.2840	-0.55
$γ_{3}$	0.6727	1.70
$γ_{4}$	-0.9685	-2.84
$γ_{5}$	1.0747	2.67
$γ_{6}$	-1.4844	-3.73
$γ_{7}$	1.9506	6.16
$γ_{8}$	-1.4863	-6.30

Estimation Period:
Jan 28, 2013 to Nov 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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