Commercial Bank of Ceylon PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.24% (+8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.3993 | 4.22 | |
| 0.1599 | 41.85 | |
| 0.9520 | 83.73 | |
| 2.1873 | 131.07 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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