S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.56% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 22.47 | |
| 0.0621 | 44.00 | |
| 0.9199 | 562.28 |
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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