ICE US Sugar Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
23.13%
decreased by 0.50%
1 Week
23.52%
decreased by 0.11%
1 Month
24.16%
increased by 0.53%
Analysis last updated: Saturday, June 6, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5231 | 3.10 | |
| 0.0873 | 4.99 | |
| 0.7620 | 18.41 | |
| 0.0254 | 0.23 | |
| 0.0015 | 0.01 | |
| 0.0524 | 0.88 | |
| -0.2841 | -5.78 | |
| 0.4083 | 8.93 | |
| -0.3244 | -6.65 | |
| 0.1686 | 3.49 | |
| -0.0475 | -1.02 | |
| -0.0336 | -0.49 |
Estimation Period:
Mar 1, 2000 to Jun 5, 2026
Mar 1, 2000 to Jun 5, 2026
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