COFCO Sugar Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.54% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3729 | 3.95 | |
| 0.1054 | 8.57 | |
| 0.8630 | 44.61 | |
| 0.1200 | 0.61 | |
| -0.3676 | -1.07 | |
| 0.8819 | 3.69 | |
| -1.1088 | -7.61 | |
| 0.5588 | 5.20 | |
| -0.0549 | -0.54 | |
| -0.0691 | -0.54 | |
| 0.0696 | 0.49 | |
| -0.0450 | -0.37 | |
| 0.0279 | 0.31 |
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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