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Commercial Bank Of Ceylon Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.23% (-0.73%)
Analysis last updated: Sunday, February 8, 2026 at 02:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Commercial Bank Of Ceylon S0GARCH
paramt-stat
ω1.80204.93
α0.20125.53
β0.51296.74
γ10.13750.70
γ2-0.2629-0.90
γ30.33411.73
γ4-0.3131-1.43
γ50.15010.68
γ60.19700.88
γ7-0.6001-2.31
γ80.67882.79
γ9-0.6989-2.88
γ100.55582.87
Estimation Period:
Jul 18, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts