S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
28.29%
decreased by 0.38%
1 Week
28.31%
decreased by 0.36%
1 Month
28.39%
decreased by 0.28%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 14.26 | |
| 0.0293 | 15.78 | |
| 0.9667 | 918.00 | |
| -0.0003 | -0.12 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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