S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.30% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 41.04 | |
| 0.1067 | 64.86 | |
| 0.8458 | 678.30 | |
| -0.0232 | -1.61 |
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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