S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:18.70% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 41.18 | |
| 0.1067 | 64.85 | |
| 0.8456 | 675.91 | |
| -0.0229 | -1.60 |
Estimation Period:
Jan 16, 1995 to Mar 6, 2026
Jan 16, 1995 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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