Sri Lanka Colombo Stock Exchange All Share Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.14% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 18.67 | |
| 0.2452 | 32.07 | |
| 0.7652 | 113.04 | |
| -0.0249 | -3.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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