S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.30% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 22.54 | |
| 0.0620 | 43.97 | |
| 0.9200 | 563.04 |
Estimation Period:
Jan 16, 1995 to Mar 13, 2026
Jan 16, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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