Distilleries Co OF SRI Lanka GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.34% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1606 | 17.73 | |
| 0.2122 | 25.84 | |
| 0.8031 | 154.57 | |
| -0.0339 | -2.02 |
Estimation Period:
Aug 7, 1992 to Feb 6, 2026
Aug 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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