S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.90% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.89 | |
| 0.0623 | 23.74 | |
| 0.9200 | 551.22 | |
| -0.0006 | -0.12 |
Estimation Period:
Jan 16, 1995 to Feb 20, 2026
Jan 16, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Biofuel Spot Index Analyses
Other GJR-GARCH Analyses on Commodities