Ceylon Tobacco Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.84% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0931 | 13.04 | |
| 0.8320 | 68.11 | |
| -0.0116 | -1.24 | |
| 0.0065 | 2.37 | |
| 0.0120 | 4.19 | |
| 0.9864 | 302.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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