Sri Lanka Colombo Stock Exchange All Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.87% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2690 | 5.88 | |
| 0.2187 | 57.28 | |
| 0.9836 | 366.06 | |
| 4.8846 | 25.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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