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, August 24th, 2025:9.77% (-0.89%)

Analysis last updated: Friday, August 22, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5751	5.38
$α$	0.1980	9.62
$β$	0.7703	41.49
$γ_{1}$	0.1073	0.32
$γ_{2}$	-0.3784	-0.68
$γ_{3}$	0.8038	1.93
$γ_{4}$	-1.1021	-3.03
$γ_{5}$	1.2166	2.86
$γ_{6}$	-1.6165	-3.99
$γ_{7}$	1.9685	6.04
$γ_{8}$	-1.3952	-5.15

Estimation Period:
Jan 28, 2013 to Aug 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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