S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.78% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 14.06 | |
| 0.0291 | 15.62 | |
| 0.9668 | 916.39 | |
| -0.0001 | -0.05 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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