S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.74%
decreased by 0.56%
1 Week
17.78%
decreased by 0.52%
1 Month
17.92%
decreased by 0.38%
Analysis last updated: Tuesday, June 9, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 22.18 | |
| 0.0630 | 23.90 | |
| 0.9199 | 552.16 | |
| -0.0021 | -0.43 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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