S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.47% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 14.08 | |
| 0.0290 | 15.61 | |
| 0.9668 | 916.41 | |
| -0.0001 | -0.04 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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