Well I have been looking for answer on many wikias and there is no info about % chance. But I LIKE SWEET CANDIES, so I ate them a lot(around 100 and another 100 I gave away in yalahar depot xd) so from my own experience I can tell you every effect except changing into pumpkin or getting light effect on you have same chance.
Imo chance for changing into pumpkin is around 5% or less.
I might be just unlucky with light effect or maybe I didnt notice that cuz I had always off them, but well always when i ate it I check my stats and I cant remind time when i had no raised skill etc.
In my whole life I was never changed into Pumpkin by myself, but once I gave on spawn cookie to friend and luckily he become a mutanted Pumpkin.
Well its my own experience and researches on yalahar dicers. :D so maybe we have another Cookie Monster here which would tell us more about Demonic candies.