Dankotuwa Porcelai AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.90% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3196 | 14.54 | |
| 0.0871 | 27.60 | |
| 0.8967 | 251.19 | |
| -0.1386 | -1.04 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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