S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:24.88% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.12 | |
| 0.0292 | 15.64 | |
| 0.9665 | 909.20 | |
| 0.0001 | 0.03 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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