Commercial Bank of Ceylon PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.08% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5851 | 3.94 | |
| 0.2222 | 7.65 | |
| 0.6256 | 17.02 | |
| -0.0652 | -1.64 | |
| 0.1119 | 1.91 | |
| -0.0825 | -1.87 | |
| 0.0559 | 1.49 | |
| -0.0241 | -0.86 | |
| 0.0599 | 1.96 | |
| -0.1872 | -3.22 |
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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