V-Lab: Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

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Bangladesh Dhaka Stock Exchange Broad Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:13.46% (-0.21%)

Analysis last updated: Tuesday, October 28, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6033	5.45
$α$	0.1963	9.52
$β$	0.7699	41.18
$γ_{1}$	0.0986	0.32
$γ_{2}$	-0.3300	-0.63
$γ_{3}$	0.7219	1.80
$γ_{4}$	-1.0186	-2.93
$γ_{5}$	1.1289	2.77
$γ_{6}$	-1.5369	-3.88
$γ_{7}$	1.9611	6.28
$γ_{8}$	-1.4504	-6.04

Estimation Period:
Jan 28, 2013 to Oct 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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