S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:21.99% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0300 | 7.71 | |
| 0.7494 | 19.48 | |
| 0.0279 | 5.85 | |
| 0.0272 | 0.58 | |
| 0.0449 | 0.89 | |
| 0.9477 | 16.39 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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