Overseas Realty (Ceylon) PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.67% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1525 | 16.70 | |
| 0.1203 | 17.08 | |
| 0.8620 | 235.76 | |
| 0.0164 | 1.29 |
Estimation Period:
Aug 19, 1994 to Feb 6, 2026
Aug 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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