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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5158	3.10***
α ARCH Response to squared shocks	0.0889	5.04***
β GARCH Volatility persistence	0.7573	18.19***

γ₁	0.0187	0.17
γ₂	0.0162	0.12
γ₃	0.0316	0.54
γ₄	-0.2588	-5.32***
γ₅	0.3907	8.72***
γ₆	-0.3215	-6.86***
γ₇	0.1794	3.89***
γ₈	-0.0731	-1.88*
γ₉	0.0231	0.88

V-Lab

ICE US Sugar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Sugar Analyses