John Keells Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:65.28% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 218.0646 | 6.04 | |
| 0.1853 | 208.38 | |
| 0.9962 | 1,657.63 | |
| 2.1036 | 1,787.29 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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