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Ceylon Tobacco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.77% (-0.80%)
Analysis last updated: Sunday, February 8, 2026 at 03:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ceylon Tobacco Co Ltd S0GARCH
paramt-stat
ω1.15334.69
α0.08964.47
β0.837118.89
γ1-0.0448-0.80
γ2-0.0093-0.12
γ30.13772.56
γ4-0.1438-2.26
γ50.06881.08
γ60.03390.59
γ7-0.0768-1.27
γ80.04710.96
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts