S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:22.80% (-0.14%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0158 | 14.02 | |
0.0292 | 15.63 | |
0.9665 | 909.22 | |
0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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