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Abdullah Shah Ghazi Sugar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:129.94% (-1.51%)
Analysis last updated: Wednesday, February 11, 2026 at 11:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abdullah Shah Ghazi Sugar S0GARCH
paramt-stat
ω2.44820.50
α0.522461.81
β0.4755220.47
γ1-4.6605-5.07
γ214.92358.24
γ3-58.6810-31.27
γ4129.440478.71
γ5-133.8780-52.95
γ669.569821.54
γ7-26.1640-6.25
γ817.63302.38
γ9-11.6957-1.81
Estimation Period:
Apr 19, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts