S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.93% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 41.03 | |
| 0.1073 | 64.73 | |
| 0.8447 | 670.90 | |
| -0.0253 | -1.76 |
Estimation Period:
Jan 16, 1995 to Dec 12, 2025
Jan 16, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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