Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:14.35% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5118 | 5.10 | |
| 0.1880 | 10.12 | |
| 0.7944 | 46.52 | |
| -0.0533 | -0.60 | |
| 0.1478 | 1.13 | |
| -0.2842 | -3.16 | |
| 0.6017 | 5.05 |
Estimation Period:
Jan 28, 2013 to Oct 30, 2025
Jan 28, 2013 to Oct 30, 2025
News Impact Curve
Volatility Forecasts
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