S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.27% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 22.48 | |
| 0.0622 | 43.98 | |
| 0.9198 | 560.84 |
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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