Skip to main content
V-Lab

COFCO Sugar Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.09% (-1.27%)
Analysis last updated: Wednesday, February 11, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of COFCO Sugar Holding Co Ltd SGARCH
paramt-stat
ω2.43854.11
α0.10658.57
β0.860443.29
γ10.14310.74
γ2-0.4060-1.21
γ30.91353.95
γ4-1.1385-7.99
γ50.57785.47
γ6-0.0552-0.55
γ7-0.0926-0.74
γ80.12580.87
γ9-0.1676-1.14
γ100.34071.39
Estimation Period:
Aug 6, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts