S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.80% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 14.11 | |
| 0.0291 | 15.62 | |
| 0.9666 | 910.98 | |
| 0.0001 | 0.03 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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