S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
30.09%
decreased by 0.50%
1 Week
30.09%
decreased by 0.50%
1 Month
30.11%
decreased by 0.48%
Analysis last updated: Tuesday, May 12, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7441 | 6.99 | |
| 0.0286 | 39.12 | |
| 0.9960 | 1,553.84 | |
| 7.1238 | 6.39 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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