Chevron Lubricants Lanka Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.55% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 18.16 | |
| 0.1244 | 17.46 | |
| 0.8639 | 187.77 | |
| -0.0111 | -1.01 |
Estimation Period:
Apr 15, 1997 to Feb 6, 2026
Apr 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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