S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:13.40% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 22.43 | |
| 0.0625 | 43.96 | |
| 0.9193 | 556.46 |
Estimation Period:
Jan 16, 1995 to Dec 12, 2025
Jan 16, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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