S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
26.04%
increased by 1.11%
1 Week
26.08%
increased by 1.15%
1 Month
26.23%
increased by 1.30%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7101 | 7.03 | |
| 0.0285 | 38.97 | |
| 0.9960 | 1,541.76 | |
| 7.1449 | 6.35 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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