S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
27.42%
decreased by 0.42%
1 Week
27.86%
increased by 0.02%
1 Month
28.01%
increased by 0.17%
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 | |
|---|---|---|
| 26 | ||
| 0.0312 | 7.73 | |
| 0.7455 | 19.09 | |
| 0.0263 | 5.64 | |
| 0.0280 | 0.57 | |
| 0.0453 | 0.88 | |
| 0.9471 | 16.08 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other S&P GSCI Sugar Index Analyses
Other MF2-GARCH Analyses on Commodities