Abdullah Shah Ghazi Sugar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.20% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 3.75 | |
| 0.0391 | 11.66 | |
| 0.9445 | 343.59 | |
| 0.0327 | 4.43 |
Estimation Period:
Apr 19, 2012 to Feb 6, 2026
Apr 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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