Commercial Bank of Ceylon PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7871 | 3.12 | |
| 0.1947 | 6.27 | |
| 0.6859 | 16.30 | |
| 0.0045 | 0.05 | |
| -0.0659 | -0.53 | |
| 0.1672 | 2.18 | |
| -0.2019 | -2.45 | |
| 0.1389 | 2.04 | |
| -0.0457 | -0.68 | |
| -0.0037 | -0.05 | |
| 0.0846 | 1.28 | |
| -0.1472 | -2.24 | |
| 0.0777 | 1.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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