S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.72% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 17.79 | |
| 0.0697 | 28.88 | |
| 0.9927 | 2,063.77 | |
| 0.0002 | 0.10 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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