S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
26.70%
decreased by 0.45%
1 Week
26.99%
decreased by 0.16%
1 Month
27.10%
decreased by 0.05%
Analysis last updated: Wednesday, April 22, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0310 | 7.73 | |
| 0.7453 | 19.21 | |
| 0.0271 | 5.76 | |
| 0.0280 | 0.58 | |
| 0.0453 | 0.88 | |
| 0.9470 | 16.09 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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