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

V-Lab

Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, September 21st, 2025:15.19% (+0.02%)

Analysis last updated: Friday, September 19, 2025 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2568	4.73
$α$	0.1898	9.89
$β$	0.7905	45.59
$γ_{1}$	-0.1851	-1.53
$γ_{2}$	0.3096	1.82
$γ_{3}$	-0.1435	-1.06
$γ_{4}$	-0.2112	-1.17
$γ_{5}$	0.9324	3.60

Estimation Period:
Jan 28, 2013 to Sep 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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