John Keells Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.02% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7426 | 5.18 | |
| 0.2215 | 5.27 | |
| 0.5058 | 8.04 | |
| 0.1782 | 3.14 | |
| -0.2290 | -2.77 | |
| 0.0130 | 0.22 | |
| 0.1026 | 1.32 | |
| -0.1079 | -1.07 | |
| 0.0751 | 0.92 | |
| -0.0331 | -0.52 | |
| -0.0078 | -0.10 | |
| 0.0143 | 0.27 |
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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