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S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:24.65% (-0.32%)
Analysis last updated: Thursday, December 4, 2025 at 02:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index GARCH
paramt-stat
ω0.015814.25
α0.029230.67
β0.9666916.19
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts