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 2nd, 2025:11.39% (-0.18%)

Analysis last updated: Friday, October 31, 2025 at 07:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6000	5.44
$α$	0.1960	9.48
$β$	0.7699	41.05
$γ_{1}$	0.0923	0.30
$γ_{2}$	-0.3159	-0.61
$γ_{3}$	0.7064	1.77
$γ_{4}$	-1.0028	-2.91
$γ_{5}$	1.1100	2.74
$γ_{6}$	-1.5160	-3.83
$γ_{7}$	1.9468	6.22
$γ_{8}$	-1.4494	-6.04

Estimation Period:
Jan 28, 2013 to Oct 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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