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Abdullah Shah Ghazi Sugar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.11% (-7.82%)
Analysis last updated: Tuesday, February 10, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abdullah Shah Ghazi Sugar SGARCH
paramt-stat
ω64.26000.07
α0.56990.49
β0.43010.37
γ1-4.3185-0.14
γ216.39640.24
γ3-70.8180-0.84
γ4156.93721.98
γ5-162.2275-3.82
γ683.18877.71
γ7-24.4954-12.01
γ86.24006.86
γ9-1.6038-1.94
Estimation Period:
Apr 19, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts