ICE US Sugar APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.31%
decreased by 0.46%
1 Week
29.45%
decreased by 0.32%
1 Month
30.00%
increased by 0.23%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 8.12 | |
| 0.0506 | 25.00 | |
| 0.9469 | 367.45 | |
| -0.0042 | -0.18 | |
| 1.5750 | 15.05 |
Estimation Period:
Mar 1, 2000 to Jun 5, 2026
Mar 1, 2000 to Jun 5, 2026
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