Sri Lanka Colombo Stock Exchange All Share Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.56% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 11.67 | |
| 0.3559 | 25.50 | |
| 0.9667 | 303.25 | |
| -0.0006 | -0.11 |
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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