S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.74% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 14.25 | |
| 0.0291 | 30.61 | |
| 0.9667 | 918.92 |
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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