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John Keells Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.02% (-0.29%)
Analysis last updated: Friday, February 13, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of John Keells Holdings Ltd S0GARCH
paramt-stat
ω2.74265.18
α0.22155.27
β0.50588.04
γ10.17823.14
γ2-0.2290-2.77
γ30.01300.22
γ40.10261.32
γ5-0.1079-1.07
γ60.07510.92
γ7-0.0331-0.52
γ8-0.0078-0.10
γ90.01430.27
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts