S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:24.28% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0301 | 7.74 | |
| 0.7506 | 19.57 | |
| 0.0279 | 5.88 | |
| 0.0275 | 0.58 | |
| 0.0448 | 0.89 | |
| 0.9477 | 16.50 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Sugar Index Analyses
Other MF2-GARCH Analyses on Commodities