In this study trying to estimate volatility of returns of Dhaka stock exchange and compare volatility of overall periods and financial crises periods and trying to find out the best fitted model for DSE30 companies between two periods using symmetric GARCH model and asymmetric GARCH model. Time series analysis specially symmetric and asymmetric GARCH model has been conducted to estimate volatility, to find best fitted model and lastly comparing the results of DSE30 companies between two periods. After analysis finally results show that volatility for financial crisis period specially IDLC Finance Limited, IFAD Autos Limited, Pubali Bank Limited, The ACME Laboratories companies are extremely high and un stationary comparative to overall periods. So according to result say that DSE30 companies of financial crisis periods produces instability in the capital market, destabilizes the value of currency, as well as hampers international trade and finance.