Chevron Lubricants Lanka Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.83% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1334 | 18.69 | |
| 0.6937 | 48.45 | |
| 0.0166 | 1.69 | |
| 0.3529 | 1.97 | |
| 0.8980 | 3.46 | |
| 0.0000 | 0.00 |
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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