Ceylon Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.08% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2020 | 13.30 | |
| 0.0892 | 13.66 | |
| 0.8992 | 215.79 | |
| -0.0114 | -1.15 |
Estimation Period:
Aug 24, 1994 to Feb 6, 2026
Aug 24, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ceylon Investment Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities