S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.04% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 14.10 | |
| 0.0291 | 15.61 | |
| 0.9667 | 914.58 | |
| -0.0001 | -0.02 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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