S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.03%
decreased by 0.59%
1 Week
29.04%
decreased by 0.58%
1 Month
29.10%
decreased by 0.52%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7310 | 7.04 | |
| 0.0285 | 38.94 | |
| 0.9960 | 1,561.14 | |
| 7.1483 | 6.37 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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