Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:14.27% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5570 | 5.40 | |
| 0.1940 | 9.38 | |
| 0.7728 | 41.20 | |
| 0.0311 | 0.10 | |
| -0.2000 | -0.40 | |
| 0.5917 | 1.52 | |
| -0.8814 | -2.64 | |
| 0.9716 | 2.44 | |
| -1.3717 | -3.36 | |
| 1.8788 | 5.60 | |
| -1.4714 | -6.17 |
Estimation Period:
Jan 28, 2013 to Jan 15, 2026
Jan 28, 2013 to Jan 15, 2026
News Impact Curve
Volatility Forecasts
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