ICE US Sugar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
27.66%
increased by 0.30%
1 Week
27.72%
increased by 0.36%
1 Month
27.97%
increased by 0.61%
Analysis last updated: Tuesday, June 23, 2026 at 08:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3827 | 4.77 | |
| 0.0293 | 30.78 | |
| 0.9947 | 855.28 | |
| 6.4078 | 4.51 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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