S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:13.75% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 17.99 | |
| 0.1284 | 43.46 | |
| 0.9847 | 1,226.26 | |
| 0.0018 | 0.69 |
Estimation Period:
Jan 16, 1995 to Jan 9, 2026
Jan 16, 1995 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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