John Keells Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.74% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8842 | 5.28 | |
| 0.2213 | 5.28 | |
| 0.5038 | 8.00 | |
| 0.1964 | 3.46 | |
| -0.2550 | -3.10 | |
| 0.0234 | 0.40 | |
| 0.1008 | 1.30 | |
| -0.1116 | -1.12 | |
| 0.0800 | 0.98 | |
| -0.0353 | -0.53 | |
| -0.0118 | -0.13 | |
| 0.0321 | 0.33 |
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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