Dankotuwa Porcelai EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.00% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 15.59 | |
| 0.1715 | 26.35 | |
| 0.9696 | 453.92 | |
| 0.0018 | 0.24 |
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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