S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.45%
decreased by 0.44%
1 Week
17.52%
decreased by 0.37%
1 Month
17.79%
decreased by 0.10%
Analysis last updated: Saturday, June 13, 2026 at 12:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 18.43 | |
| 0.1272 | 43.61 | |
| 0.9846 | 1,235.37 | |
| 0.0031 | 1.21 |
Estimation Period:
Jan 16, 1995 to Jun 12, 2026
Jan 16, 1995 to Jun 12, 2026
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