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 1st, 2025:12.85% (-0.95%)

Analysis last updated: Friday, May 30, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5395	5.38
$α$	0.1977	9.27
$β$	0.7696	40.22
$γ_{1}$	0.2553	0.52
$γ_{2}$	-0.6961	-0.88
$γ_{3}$	0.9770	1.85
$γ_{4}$	-0.7125	-1.51
$γ_{5}$	-0.0399	-0.08
$γ_{6}$	0.7993	1.44
$γ_{7}$	-1.7586	-3.19
$γ_{8}$	2.4688	5.78
$γ_{9}$	-1.8022	-5.22

Estimation Period:
Jan 28, 2013 to May 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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