Abdullah Shah Ghazi Sugar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:129.94% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4482 | 0.50 | |
| 0.5224 | 61.81 | |
| 0.4755 | 220.47 | |
| -4.6605 | -5.07 | |
| 14.9235 | 8.24 | |
| -58.6810 | -31.27 | |
| 129.4404 | 78.71 | |
| -133.8780 | -52.95 | |
| 69.5698 | 21.54 | |
| -26.1640 | -6.25 | |
| 17.6330 | 2.38 | |
| -11.6957 | -1.81 |
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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