Bangladesh Dhaka Stock Exchange Broad Index Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.61% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5623 | 5.19 | |
| 0.1865 | 10.21 | |
| 0.7954 | 47.19 | |
| -0.0317 | -0.38 | |
| 0.1114 | 0.89 | |
| -0.2553 | -2.86 | |
| 0.5925 | 5.48 |
Estimation Period:
Jan 28, 2013 to Feb 12, 2026
Jan 28, 2013 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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