The stock market in Bangladesh was analyzed to see if it is efficient and how it reacts to changes in the economy. Different tests were used to study the stock market's efficiency and volatility. The results show that the stock market in Bangladesh is not efficient in terms of information being reflected in stock prices. Also, the volatility of stock returns in Bangladesh is influenced by factors like exchange rates and money supply. Overall, the stock market in Bangladesh shows patterns of volatility and is not fully efficient according to the study.