S&P GSCI Sugar Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.52% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 21.66 | |
| 0.0502 | 52.27 | |
| 0.9378 | 910.46 | |
| 0.1234 | 3.54 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Sugar Index Analyses
Other AGARCH Analyses on Commodities