S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:23.41% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 14.23 | |
| 0.0290 | 30.62 | |
| 0.9668 | 920.77 |
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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