S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
17.07%
decreased by 0.50%
1 Week
17.10%
decreased by 0.47%
1 Month
17.23%
decreased by 0.34%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3755 | 14.11 | |
| 0.0453 | 32.04 | |
| 0.9896 | 1,152.04 | |
| 9.9608 | 3.76 |
Estimation Period:
Jan 16, 1995 to Mar 27, 2026
Jan 16, 1995 to Mar 27, 2026
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