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	param	t-stat
$ω$	1.5193	3.10
$α$	0.0878	4.98
$β$	0.7595	18.18
$γ_{1}$	0.0226	0.21
$γ_{2}$	0.0080	0.06
$γ_{3}$	0.0432	0.72
$γ_{4}$	-0.2726	-5.54
$γ_{5}$	0.3976	8.71
$γ_{6}$	-0.3175	-6.56
$γ_{7}$	0.1689	3.59
$γ_{8}$	-0.0617	-1.57
$γ_{9}$	0.0151	0.57

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