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V-Lab
V-Lab
S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:24.85% (-0.48%)
Analysis last updated: Saturday, November 1, 2025 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Sugar Index MF2-GARCH
paramt-stat
m26
α0.03067.66
β0.745719.25
γ0.02795.83
λ10.02820.57
λ20.04560.88
λ30.946815.99
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts