S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
30.61%
decreased by 0.58%
1 Week
30.61%
decreased by 0.58%
1 Month
30.61%
decreased by 0.58%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7403 | 7.03 | |
| 0.0285 | 39.04 | |
| 0.9960 | 1,563.60 | |
| 7.1483 | 6.37 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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