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

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V-Lab

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

Volatility Prediction for Tuesday, May 14th, 2024:9.49% (-0.45%)

Analysis last updated: Tuesday, May 14, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6786	5.44
$α$	0.2013	8.56
$β$	0.7611	36.94
$γ_{1}$	0.0969	0.33
$γ_{2}$	-0.2829	-0.58
$γ_{3}$	0.6216	1.64
$γ_{4}$	-0.8985	-2.77
$γ_{5}$	0.9507	2.50
$γ_{6}$	-1.2178	-3.09
$γ_{7}$	1.1891	4.26

Estimation Period:
Jan 28, 2013 to May 9, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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