Tokyo Cement Co (Lanka) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.54% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 10.42 | |
| 0.0275 | 11.60 | |
| 0.9615 | 533.56 | |
| 0.0135 | 2.40 |
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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