Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:14.78% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5206 | 5.11 | |
| 0.1878 | 10.12 | |
| 0.7943 | 46.49 | |
| -0.0501 | -0.57 | |
| 0.1432 | 1.10 | |
| -0.2816 | -3.14 | |
| 0.6023 | 5.10 |
Estimation Period:
Jan 28, 2013 to Nov 6, 2025
Jan 28, 2013 to Nov 6, 2025
News Impact Curve
Volatility Forecasts
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