Commercial Bank of Ceylon PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.90% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2038 | 27.66 | |
| 0.5644 | 48.12 | |
| 0.0439 | 3.57 | |
| 0.0032 | 2.01 | |
| 0.0114 | 4.42 | |
| 0.9879 | 337.73 |
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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