Sri Lanka Colombo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.86% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 18.86 | |
| 0.2345 | 21.66 | |
| 0.7645 | 105.67 | |
| 0.0020 | 0.18 |
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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