S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
27.69%
increased by 0.33%
1 Week
27.72%
increased by 0.36%
1 Month
27.81%
increased by 0.45%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7286 | 6.94 | |
| 0.0285 | 39.33 | |
| 0.9960 | 1,539.43 | |
| 7.0852 | 6.40 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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