S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.32% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 17.98 | |
| 0.1278 | 43.47 | |
| 0.9848 | 1,235.62 | |
| 0.0017 | 0.67 |
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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