John Keells Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.96% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1734 | 13.11 | |
| 0.5666 | 36.69 | |
| 0.0436 | 3.37 | |
| 0.0011 | 0.94 | |
| 0.0018 | 1.59 | |
| 0.9977 | 657.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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