S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.05% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 17.80 | |
| 0.0699 | 28.89 | |
| 0.9926 | 2,059.43 | |
| 0.0002 | 0.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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