Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.13% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5430 | 5.39 | |
| 0.1928 | 9.33 | |
| 0.7743 | 41.33 | |
| 0.0148 | 0.05 | |
| -0.1689 | -0.34 | |
| 0.5607 | 1.44 | |
| -0.8483 | -2.56 | |
| 0.9334 | 2.36 | |
| -1.3348 | -3.23 | |
| 1.8742 | 5.41 | |
| -1.4979 | -6.19 |
Estimation Period:
Jan 28, 2013 to Feb 5, 2026
Jan 28, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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