S&P GSCI Sugar Index AGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
28.16%
decreased by 0.24%
1 Week
28.23%
decreased by 0.17%
1 Month
28.46%
increased by 0.06%
Analysis last updated: Friday, April 17, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 21.87 | |
| 0.0501 | 52.39 | |
| 0.9378 | 913.10 | |
| 0.1193 | 3.44 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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