Lanka Ventures Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.21% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5417 | 13.19 | |
| 0.0685 | 9.74 | |
| 0.8790 | 131.82 | |
| 0.0301 | 2.57 |
Estimation Period:
Feb 28, 1996 to Feb 3, 2026
Feb 28, 1996 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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