S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.30% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0299 | 7.68 | |
| 0.7504 | 19.40 | |
| 0.0277 | 5.81 | |
| 0.0275 | 0.58 | |
| 0.0449 | 0.88 | |
| 0.9476 | 16.27 |
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 MF2-GARCH Analyses on Commodities