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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3984	1.19
α ARCH Response to squared shocks	0.0291	7.68***
β GARCH Volatility persistence	0.9947	213.08***
ν DF Student-t tail thickness	6.4054	1.12

V-Lab

ICE US Sugar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Sugar Analyses