Commercial Bank Of Ceylon GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.23% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 12.13 | |
| 0.0610 | 11.27 | |
| 0.9240 | 265.91 | |
| 0.0117 | 1.26 |
Estimation Period:
Jul 18, 2008 to Feb 3, 2026
Jul 18, 2008 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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