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 Tuesday, October 7th, 2025:8.80% (-0.12%)

Analysis last updated: Tuesday, October 7, 2025 at 08:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5882	5.43
$α$	0.1959	9.53
$β$	0.7707	41.39
$γ_{1}$	0.1031	0.32
$γ_{2}$	-0.3495	-0.65
$γ_{3}$	0.7535	1.86
$γ_{4}$	-1.0507	-2.98
$γ_{5}$	1.1621	2.81
$γ_{6}$	-1.5672	-3.94
$γ_{7}$	1.9604	6.22
$γ_{8}$	-1.4199	-5.69

Estimation Period:
Jan 28, 2013 to Oct 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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