S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:27.31% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 17.82 | |
| 0.0702 | 28.89 | |
| 0.9926 | 2,038.09 | |
| -0.0000 | -0.00 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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