Commercial Bank of Ceylon PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.56% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 18.67 | |
| 0.0972 | 21.97 | |
| 0.8964 | 324.43 | |
| 0.0109 | 1.47 |
Estimation Period:
Jan 3, 1990 to Feb 3, 2026
Jan 3, 1990 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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