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V-Lab
V-Lab
S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:24.39% (-0.17%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index MF2-GARCH
paramt-stat
m26
α0.03037.67
β0.748019.32
γ0.02795.83
λ10.02790.57
λ20.04530.88
λ30.947116.10
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts