Commercial Bank Of Ceylon Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.23% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8020 | 4.93 | |
| 0.2012 | 5.53 | |
| 0.5129 | 6.74 | |
| 0.1375 | 0.70 | |
| -0.2629 | -0.90 | |
| 0.3341 | 1.73 | |
| -0.3131 | -1.43 | |
| 0.1501 | 0.68 | |
| 0.1970 | 0.88 | |
| -0.6001 | -2.31 | |
| 0.6788 | 2.79 | |
| -0.6989 | -2.88 | |
| 0.5558 | 2.87 |
Estimation Period:
Jul 18, 2008 to Feb 6, 2026
Jul 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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