Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, December 14th, 2025:12.78% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5867 | 5.43 | |
| 0.1951 | 9.43 | |
| 0.7707 | 41.05 | |
| 0.0656 | 0.22 | |
| -0.2582 | -0.51 | |
| 0.6408 | 1.64 | |
| -0.9336 | -2.77 | |
| 1.0342 | 2.59 | |
| -1.4420 | -3.60 | |
| 1.9289 | 5.98 | |
| -1.4902 | -6.28 |
Estimation Period:
Jan 28, 2013 to Dec 11, 2025
Jan 28, 2013 to Dec 11, 2025
News Impact Curve
Volatility Forecasts
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