Teejay Lanka Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.50% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2498 | 15.87 | |
| 0.1445 | 13.21 | |
| 0.7611 | 88.40 | |
| 0.0069 | 0.36 |
Estimation Period:
Aug 15, 2011 to Feb 6, 2026
Aug 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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