S&P GSCI Sugar Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
28.06%
decreased by 0.46%
1 Week
28.09%
decreased by 0.43%
1 Month
28.17%
decreased by 0.35%
Analysis last updated: Wednesday, April 22, 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 | |
|---|---|---|
| 3.7350 | 6.97 | |
| 0.0285 | 39.24 | |
| 0.9960 | 1,546.60 | |
| 7.1114 | 6.38 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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