S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:23.35% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 14.08 | |
| 0.0291 | 15.62 | |
| 0.9667 | 913.69 | |
| -0.0001 | -0.02 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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