Distilleries Co OF SRI Lanka MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.55% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2409 | 19.30 | |
| 0.6982 | 53.77 | |
| -0.0627 | -3.91 | |
| 0.0219 | 5.63 | |
| 0.0329 | 5.08 | |
| 0.9642 | 135.74 |
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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