Pegasus Hotels OF Ceylon Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.04% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4736 | 17.57 | |
| 0.0869 | 40.30 | |
| 0.8886 | 348.86 | |
| 0.4535 | 2.54 |
Estimation Period:
Aug 26, 1994 to Feb 6, 2026
Aug 26, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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