S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.41% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0299 | 7.68 | |
| 0.7502 | 19.42 | |
| 0.0278 | 5.83 | |
| 0.0275 | 0.58 | |
| 0.0449 | 0.88 | |
| 0.9476 | 16.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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