S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
25.78%
increased by 0.69%
1 Week
26.00%
increased by 0.91%
1 Month
26.81%
increased by 1.72%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0312 | 7.77 | |
| 0.7451 | 19.27 | |
| 0.0270 | 5.75 | |
| 0.0279 | 0.58 | |
| 0.0452 | 0.89 | |
| 0.9472 | 16.22 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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