Yes, Sunset Shimmer's family.
That's one of the questions I've asked about her, along with "WHERE IN THE HUMAN WORLD DOES SHE LIVE?!" and "If Sunset originally came from Equestria, why don't we see a human Sunset Shimmer in the movie?"
The students seem to be at school all the time. Do they ever go home to their parents? Are their parents even aware that their children are magical? They're in high school, they must have some family, but Sunset came from Equestria, so she wouldn't have parents in the human world. But then how does she have a home, and how does she take care of herself? I don't think these questions will ever be answered in MLP.