Hotel Sigiriya Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.28% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 6.99 | |
| 0.0499 | 10.38 | |
| 0.9322 | 309.48 | |
| 0.0122 | 1.24 |
Estimation Period:
Aug 22, 1994 to Feb 6, 2026
Aug 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hotel Sigiriya Ltd Analyses
Other GJR-GARCH Analyses on International Equities