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V-Lab
V-Lab
S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:23.48% (-0.39%)
Analysis last updated: Friday, December 12, 2025 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index MF2-GARCH
paramt-stat
m26
α0.03027.70
β0.749619.43
γ0.02775.83
λ10.02770.58
λ20.04510.89
λ30.947416.29
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts