Abdullah Shah Ghazi Sugar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.11% (-7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.2600 | 0.07 | |
| 0.5699 | 0.49 | |
| 0.4301 | 0.37 | |
| -4.3185 | -0.14 | |
| 16.3964 | 0.24 | |
| -70.8180 | -0.84 | |
| 156.9372 | 1.98 | |
| -162.2275 | -3.82 | |
| 83.1887 | 7.71 | |
| -24.4954 | -12.01 | |
| 6.2400 | 6.86 | |
| -1.6038 | -1.94 |
Estimation Period:
Apr 19, 2012 to Feb 6, 2026
Apr 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Abdullah Shah Ghazi Sugar Analyses
Other Spline-GARCH Analyses on International Equities