ICE US Sugar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
26.57%
decreased by 0.15%
1 Week
26.79%
increased by 0.07%
1 Month
27.64%
increased by 0.92%
Analysis last updated: Wednesday, June 17, 2026 at 08:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 12.01 | |
| 0.1080 | 17.82 | |
| 0.9886 | 930.00 | |
| 0.0025 | 0.58 |
Estimation Period:
Mar 1, 2000 to Jun 12, 2026
Mar 1, 2000 to Jun 12, 2026
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