S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.58%
decreased by 0.67%
1 Week
29.66%
decreased by 0.59%
1 Month
29.96%
decreased by 0.29%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 17.98 | |
| 0.0693 | 29.09 | |
| 0.9927 | 2,076.70 | |
| 0.0004 | 0.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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