S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.35% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.86 | |
| 0.0624 | 23.75 | |
| 0.9199 | 550.87 | |
| -0.0006 | -0.13 |
Estimation Period:
Jan 16, 1995 to Feb 13, 2026
Jan 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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