S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.79% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 18.05 | |
| 0.1279 | 43.45 | |
| 0.9847 | 1,232.47 | |
| 0.0017 | 0.68 |
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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