Pegasus Hotels OF Ceylon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.93% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3001 | 13.69 | |
| 0.0551 | 13.40 | |
| 0.9195 | 315.99 | |
| 0.0226 | 2.83 |
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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