S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
15.96%
decreased by 0.41%
1 Week
16.07%
decreased by 0.30%
1 Month
16.46%
increased by 0.09%
Analysis last updated: Tuesday, June 16, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 22.70 | |
| 0.0621 | 44.12 | |
| 0.9196 | 560.40 |
Estimation Period:
Jan 16, 1995 to Jun 12, 2026
Jan 16, 1995 to Jun 12, 2026
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