S&P GSCI Sugar Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.19% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 17.80 | |
| 0.0699 | 28.89 | |
| 0.9926 | 2,050.88 | |
| 0.0001 | 0.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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