Ceylon Hotels Corp Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.80% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3968 | 11.49 | |
| 0.0505 | 10.75 | |
| 0.8931 | 166.71 | |
| 0.0402 | 3.65 |
Estimation Period:
Aug 6, 2008 to Feb 6, 2026
Aug 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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