S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:13.76% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 22.47 | |
| 0.0627 | 43.92 | |
| 0.9189 | 553.24 |
Estimation Period:
Jan 16, 1995 to Oct 17, 2025
Jan 16, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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