S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.96% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 22.50 | |
| 0.0626 | 43.91 | |
| 0.9191 | 554.32 |
Estimation Period:
Jan 16, 1995 to Nov 7, 2025
Jan 16, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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