Pgp Glass Ceylon Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.76% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7730 | 4.04 | |
| 0.1015 | 5.88 | |
| 0.8018 | 22.51 | |
| -0.5055 | -3.13 | |
| 0.6547 | 2.81 | |
| -0.1225 | -1.04 | |
| -0.1817 | -2.12 | |
| 0.3401 | 3.88 | |
| -0.3461 | -3.73 | |
| 0.3773 | 4.02 | |
| -0.2691 | -2.58 | |
| -0.1662 | -1.13 | |
| 0.4714 | 2.18 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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