Dankotuwa Porcelai GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.91% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2965 | 13.11 | |
| 0.0747 | 16.36 | |
| 0.9023 | 261.92 | |
| 0.0173 | 1.75 |
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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