S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:23.04% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0301 | 7.70 | |
| 0.7497 | 19.46 | |
| 0.0278 | 5.84 | |
| 0.0275 | 0.58 | |
| 0.0450 | 0.89 | |
| 0.9476 | 16.34 |
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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