S&P GSCI Sugar Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:25.48% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.12 | |
| 0.0292 | 15.63 | |
| 0.9665 | 908.33 | |
| 0.0001 | 0.04 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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