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 Thursday, May 8th, 2025:22.52% (+15.09%)

Analysis last updated: Thursday, May 8, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3521	5.72
$α$	0.1958	10.59
$β$	0.7897	46.21
$γ_{1}$	0.0999	1.77
$γ_{2}$	-0.1733	-2.11
$γ_{3}$	0.1189	2.96

Estimation Period:
Jan 28, 2013 to May 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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