Elpitiya Plantations GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.59% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2706 | 13.43 | |
| 0.1106 | 13.14 | |
| 0.8772 | 169.34 | |
| -0.0200 | -1.40 |
Estimation Period:
Sep 2, 2010 to Feb 6, 2026
Sep 2, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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