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 Monday, May 12th, 2025:25.24% (+2.09%)

Analysis last updated: Saturday, May 10, 2025 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1625	4.54
$α$	0.1934	10.03
$β$	0.7908	46.05
$γ_{1}$	-0.2564	-1.86
$γ_{2}$	0.3950	2.10
$γ_{3}$	-0.1551	-1.06
$γ_{4}$	-0.2123	-1.18
$γ_{5}$	0.7944	3.25

Estimation Period:
Jan 28, 2013 to May 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Bangladesh Dhaka Stock Exchange Broad Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T
MF2-GARCH