S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
25.12%
increased by 0.90%
1 Week
25.17%
increased by 0.95%
1 Month
25.37%
increased by 1.15%
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 | |
|---|---|---|
| 0.0158 | 14.24 | |
| 0.0292 | 15.76 | |
| 0.9667 | 918.89 | |
| -0.0003 | -0.12 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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