S&P GSCI Sugar Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.64% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0300 | 7.70 | |
| 0.7488 | 19.45 | |
| 0.0280 | 5.85 | |
| 0.0273 | 0.57 | |
| 0.0449 | 0.89 | |
| 0.9476 | 16.34 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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