S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.69% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 18.19 | |
| 0.1287 | 43.36 | |
| 0.9844 | 1,212.34 | |
| 0.0018 | 0.69 |
Estimation Period:
Jan 16, 1995 to Oct 31, 2025
Jan 16, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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