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 Sunday, June 29th, 2025:15.88% (+1.80%)

Analysis last updated: Friday, June 27, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5745	5.43
$α$	0.1975	9.24
$β$	0.7685	40.19
$γ_{1}$	0.2785	0.58
$γ_{2}$	-0.7186	-0.93
$γ_{3}$	0.9836	1.90
$γ_{4}$	-0.7381	-1.59
$γ_{5}$	0.0020	0.00
$γ_{6}$	0.7467	1.38
$γ_{7}$	-1.7064	-3.12
$γ_{8}$	2.4655	5.82
$γ_{9}$	-1.8458	-5.72

Estimation Period:
Jan 28, 2013 to Jun 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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