S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:25.45% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.28 | |
| 0.0293 | 30.67 | |
| 0.9665 | 913.48 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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