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Commercial Bank of Ceylon PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (-0.22%)
Analysis last updated: Sunday, February 8, 2026 at 02:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Commercial Bank of Ceylon PLC S0GARCH
paramt-stat
ω1.78713.12
α0.19476.27
β0.685916.30
γ10.00450.05
γ2-0.0659-0.53
γ30.16722.18
γ4-0.2019-2.45
γ50.13892.04
γ6-0.0457-0.68
γ7-0.0037-0.05
γ80.08461.28
γ9-0.1472-2.24
γ100.07771.65
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts