S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
17.86%
decreased by 0.59%
1 Week
17.92%
decreased by 0.53%
1 Month
18.14%
decreased by 0.31%
Analysis last updated: Monday, March 30, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 18.36 | |
| 0.1277 | 43.52 | |
| 0.9846 | 1,230.71 | |
| 0.0025 | 0.99 |
Estimation Period:
Jan 16, 1995 to Mar 27, 2026
Jan 16, 1995 to Mar 27, 2026
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