ICE US Sugar MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
26.13%
increased by 0.85%
1 Week
26.76%
increased by 1.48%
1 Month
27.92%
increased by 2.64%
Analysis last updated: Tuesday, June 23, 2026 at 08:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0797 | 17.84 | |
| 0.7390 | 69.54 | |
| -0.0013 | -0.25 | |
| 0.6231 | 3.22 | |
| 0.8495 | 11.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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