John Keells PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3455 | 15.63 | |
| 0.0759 | 14.49 | |
| 0.8851 | 220.84 | |
| 0.0233 | 2.37 |
Estimation Period:
Aug 22, 1994 to Feb 13, 2026
Aug 22, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other John Keells PLC Analyses
Other GJR-GARCH Analyses on International Equities