S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
28.52%
decreased by 0.58%
1 Week
28.80%
decreased by 0.30%
1 Month
28.91%
decreased by 0.19%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0312 | 7.70 | |
| 0.7448 | 19.00 | |
| 0.0263 | 5.62 | |
| 0.0282 | 0.57 | |
| 0.0455 | 0.88 | |
| 0.9469 | 15.91 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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