COFCO Sugar Holding Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.95% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1052 | 21.16 | |
| 0.8062 | 56.17 | |
| 0.0471 | 8.11 | |
| 0.0018 | 7.25 | |
| 0.0223 | 3.97 | |
| 0.9777 | 165.12 |
Estimation Period:
Aug 6, 1996 to Jan 30, 2026
Aug 6, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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