John Keells PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.44% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9576 | 6.28 | |
| 0.1602 | 6.15 | |
| 0.5776 | 8.53 | |
| -0.0677 | -0.70 | |
| 0.1831 | 1.29 | |
| -0.1996 | -2.21 | |
| 0.1217 | 1.55 | |
| 0.0438 | 0.59 | |
| -0.2189 | -2.77 | |
| 0.2095 | 3.26 |
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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