John Keells PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.77% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1244 | 21.31 | |
| 0.6500 | 44.44 | |
| 0.0445 | 3.49 | |
| 0.0118 | 0.93 | |
| 0.0063 | 2.36 | |
| 0.9921 | 254.65 |
Estimation Period:
Aug 22, 1994 to Feb 6, 2026
Aug 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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