Commercial Bank Of Ceylon Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.16% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8445 | 4.98 | |
| 0.2001 | 5.53 | |
| 0.5145 | 6.72 | |
| 0.1761 | 0.90 | |
| -0.3239 | -1.12 | |
| 0.3735 | 1.94 | |
| -0.3409 | -1.57 | |
| 0.1640 | 0.75 | |
| 0.1977 | 0.89 | |
| -0.6144 | -2.36 | |
| 0.7102 | 2.81 | |
| -0.7656 | -2.62 | |
| 0.7301 | 1.86 |
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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