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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5172	3.11***
α ARCH Response to squared shocks	0.0885	5.01***
β GARCH Volatility persistence	0.7572	18.08***

γ₁	0.0206	0.19
γ₂	0.0123	0.09
γ₃	0.0363	0.61
γ₄	-0.2641	-5.41***
γ₅	0.3933	8.73***
γ₆	-0.3197	-6.74***
γ₇	0.1745	3.76***
γ₈	-0.0670	-1.72*
γ₉	0.0182	0.69

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ICE US Sugar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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