Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:13.46% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6033 | 5.45 | |
| 0.1963 | 9.52 | |
| 0.7699 | 41.18 | |
| 0.0986 | 0.32 | |
| -0.3300 | -0.63 | |
| 0.7219 | 1.80 | |
| -1.0186 | -2.93 | |
| 1.1289 | 2.77 | |
| -1.5369 | -3.88 | |
| 1.9611 | 6.28 | |
| -1.4504 | -6.04 |
Estimation Period:
Jan 28, 2013 to Oct 23, 2025
Jan 28, 2013 to Oct 23, 2025
News Impact Curve
Volatility Forecasts
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