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V-Lab

John Keells Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.74% (-0.28%)
Analysis last updated: Friday, February 13, 2026 at 11:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of John Keells Holdings Ltd SGARCH
paramt-stat
ω2.88425.28
α0.22135.28
β0.50388.00
γ10.19643.46
γ2-0.2550-3.10
γ30.02340.40
γ40.10081.30
γ5-0.1116-1.12
γ60.08000.98
γ7-0.0353-0.53
γ8-0.0118-0.13
γ90.03210.33
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts