S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
28.23%
decreased by 0.35%
1 Week
28.25%
decreased by 0.33%
1 Month
28.33%
decreased by 0.25%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.25 | |
| 0.0293 | 15.78 | |
| 0.9666 | 916.21 | |
| -0.0003 | -0.12 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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