Lanka Ventures Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.44% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6968 | 8.14 | |
| 0.2258 | 7.56 | |
| 0.5076 | 8.34 | |
| 0.2576 | 4.36 | |
| -0.2181 | -2.37 | |
| -0.0674 | -1.07 | |
| -0.0092 | -0.17 | |
| 0.1323 | 2.15 | |
| -0.2405 | -2.16 |
Estimation Period:
Feb 28, 1996 to Feb 6, 2026
Feb 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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