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 Tuesday, July 29th, 2025:14.05% (-1.16%)

Analysis last updated: Tuesday, July 29, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5628	5.43
$α$	0.1959	9.22
$β$	0.7698	40.53
$γ_{1}$	0.2747	0.58
$γ_{2}$	-0.7127	-0.94
$γ_{3}$	0.9879	1.93
$γ_{4}$	-0.7638	-1.67
$γ_{5}$	0.0488	0.10
$γ_{6}$	0.6837	1.27
$γ_{7}$	-1.6411	-2.98
$γ_{8}$	2.4460	5.66
$γ_{9}$	-1.8729	-5.98

Estimation Period:
Jan 28, 2013 to Jul 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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