S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:13.71% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3738 | 14.10 | |
| 0.0454 | 32.07 | |
| 0.9897 | 1,160.29 | |
| 9.9790 | 3.78 |
Estimation Period:
Jan 16, 1995 to Jan 2, 2026
Jan 16, 1995 to Jan 2, 2026
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