S&P GSCI Sugar Index GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
27.64%
increased by 0.32%
1 Week
27.67%
increased by 0.35%
1 Month
27.77%
increased by 0.45%
Analysis last updated: Saturday, May 2, 2026 at 03:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.39 | |
| 0.0291 | 30.75 | |
| 0.9666 | 920.61 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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