S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:24.61% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0303 | 7.74 | |
| 0.7497 | 19.54 | |
| 0.0279 | 5.88 | |
| 0.0276 | 0.58 | |
| 0.0450 | 0.89 | |
| 0.9475 | 16.44 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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