S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:14.70% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 41.15 | |
| 0.1077 | 64.59 | |
| 0.8438 | 665.46 | |
| -0.0235 | -1.63 |
Estimation Period:
Jan 16, 1995 to Oct 10, 2025
Jan 16, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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