Royal Ceramic Lanka Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.15% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 16.59 | |
| 0.0934 | 20.12 | |
| 0.9120 | 386.91 | |
| -0.0125 | -1.49 |
Estimation Period:
Jun 1, 1994 to Feb 6, 2026
Jun 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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