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V-Lab
V-Lab
S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:23.35% (-0.29%)
Analysis last updated: Friday, December 12, 2025 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index GJR-GARCH
paramt-stat
ω0.015814.09
α0.029115.61
β0.9666911.89
γ0.00000.01
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts