ICE US Sugar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
26.02%
increased by 0.20%
1 Week
26.17%
increased by 0.35%
1 Month
26.73%
increased by 0.91%
Analysis last updated: Tuesday, June 23, 2026 at 08:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 11.65 | |
| 0.0371 | 14.04 | |
| 0.9526 | 432.03 | |
| 0.0026 | 0.49 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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