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V-Lab
V-Lab
S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:22.55% (-0.24%)
Analysis last updated: Saturday, October 11, 2025 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index MF2-GARCH
paramt-stat
m26
α0.03087.50
β0.741018.95
γ0.02815.83
λ10.02820.56
λ20.04600.87
λ30.946315.64
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts