COFCO Sugar Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.16% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 6.10 | |
| 0.0773 | 12.69 | |
| 0.9240 | 493.07 | |
| -0.0026 | -0.22 |
Estimation Period:
Aug 6, 1996 to Feb 6, 2026
Aug 6, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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