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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3785	4.77***
α ARCH Response to squared shocks	0.0292	30.91***
β GARCH Volatility persistence	0.9947	856.02***
ν DF Student-t tail thickness	6.4040	4.51***

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ICE US Sugar GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Sugar Analyses