S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.75% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 14.25 | |
| 0.0290 | 30.64 | |
| 0.9667 | 918.93 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Sugar Index Analyses
Other GARCH Analyses on Commodities