S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:14.12% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 18.07 | |
| 0.1285 | 43.44 | |
| 0.9846 | 1,221.60 | |
| 0.0018 | 0.69 |
Estimation Period:
Jan 16, 1995 to Dec 26, 2025
Jan 16, 1995 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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