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Global Bioenergies Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 30, 2025 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global Bioenergies S0GARCH
paramt-stat
ω0.95292.12
α0.27925.62
β0.40304.55
γ10.41050.54
γ2-0.4267-0.41
γ3-0.1577-0.33
γ40.35610.99
γ5-0.0282-0.08
γ6-0.5647-1.51
γ70.64471.97
γ8-0.0694-0.17
γ9-0.3723-1.01
Estimation Period:
Jun 15, 2011 to Nov 28, 2025
Impact of return on volatility tomorrow
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