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Commercial Bank Of Ceylon Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.16% (-0.04%)
Analysis last updated: Tuesday, February 10, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Commercial Bank Of Ceylon SGARCH
paramt-stat
ω1.84454.98
α0.20015.53
β0.51456.72
γ10.17610.90
γ2-0.3239-1.12
γ30.37351.94
γ4-0.3409-1.57
γ50.16400.75
γ60.19770.89
γ7-0.6144-2.36
γ80.71022.81
γ9-0.7656-2.62
γ100.73011.86
Estimation Period:
Jul 18, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts