S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:19.47% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 22.67 | |
| 0.0624 | 44.01 | |
| 0.9194 | 557.87 |
Estimation Period:
Jan 16, 1995 to Mar 20, 2026
Jan 16, 1995 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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