S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.95% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 41.08 | |
| 0.1068 | 64.82 | |
| 0.8457 | 677.07 | |
| -0.0237 | -1.65 |
Estimation Period:
Jan 16, 1995 to Feb 6, 2026
Jan 16, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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