S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.88% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 17.80 | |
| 0.0700 | 28.91 | |
| 0.9926 | 2,050.86 | |
| 0.0001 | 0.06 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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