S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.13% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 41.03 | |
| 0.1069 | 64.82 | |
| 0.8455 | 675.86 | |
| -0.0256 | -1.78 |
Estimation Period:
Jan 16, 1995 to Jan 23, 2026
Jan 16, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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