ICE US Sugar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
28.03%
decreased by 0.50%
1 Week
28.13%
decreased by 0.40%
1 Month
28.53%
unchanged at 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 08:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 11.64 | |
| 0.0370 | 14.02 | |
| 0.9528 | 432.89 | |
| 0.0027 | 0.50 |
Estimation Period:
Mar 1, 2000 to Jun 5, 2026
Mar 1, 2000 to Jun 5, 2026
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