Pegasus Hotels OF Ceylon Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:161.80% (-12.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 406.2253 | 5.70 | |
| 0.0640 | 101.61 | |
| 0.9961 | 1,539.62 | |
| 2.0766 | 1,498.24 |
Estimation Period:
Aug 26, 1994 to Feb 6, 2026
Aug 26, 1994 to Feb 6, 2026
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