S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.07% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3698 | 14.09 | |
| 0.0452 | 32.13 | |
| 0.9898 | 1,169.96 | |
| 9.9911 | 3.77 |
Estimation Period:
Jan 16, 1995 to Feb 13, 2026
Jan 16, 1995 to Feb 13, 2026
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