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, September 14th, 2025:15.43% (-0.15%)

Analysis last updated: Friday, September 12, 2025 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5942	5.43
$α$	0.1965	9.56
$β$	0.7706	41.53
$γ_{1}$	0.1109	0.34
$γ_{2}$	-0.3665	-0.68
$γ_{3}$	0.7719	1.89
$γ_{4}$	-1.0694	-3.00
$γ_{5}$	1.1838	2.84
$γ_{6}$	-1.5935	-3.99
$γ_{7}$	1.9909	6.28
$γ_{8}$	-1.4519	-5.69

Estimation Period:
Jan 28, 2013 to Sep 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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