Pgp Glass Ceylon Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.85% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 8.06 | |
| 0.0408 | 13.34 | |
| 0.9498 | 470.44 | |
| 0.0178 | 3.95 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pgp Glass Ceylon Plc Analyses
Other GJR-GARCH Analyses on International Equities